+335.4%
AVGO vs VIVK
-100.0%
+435.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | +1.0% | -9.5% | +10.5% | +1.0% |
| 30D | -13.3% | -35.1% | +21.8% | -13.2% |
| 3M | -2.9% | -93.4% | +90.5% | -1.9% |
| 6M | +5.7% | -98.0% | +103.7% | +7.6% |
| YTD | +4.6% | -97.9% | +102.5% | +6.2% |
| 1Y | -1.6% | -100.0% | +98.3% | -1.3% |
| All | +335.4% | -100.0% | +435.4% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling