+30,513.3%
AVGO vs VIG
+729.8%
+29,783.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | +18.2% | +3.5% | +14.7% | +12.9% |
| 30D | +0.2% | +4.9% | -4.7% | -6.0% |
| 3M | -16.8% | +2.5% | -19.3% | -19.4% |
| 6M | -16.5% | +11.0% | -27.5% | -27.5% |
| YTD | +0.8% | +16.0% | -15.2% | -17.3% |
| 1Y | +2.8% | +17.5% | -14.7% | -17.0% |
| 3Y | +278.5% | +67.0% | +211.5% | +98.6% |
| 5Y | +573.1% | +64.8% | +508.3% | +267.0% |
| 10Y | +2,598.7% | +263.6% | +2,335.1% | +443.0% |
| All | +30,513.3% | +729.8% | +29,783.5% | +2,253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling