+29,993.3%
AVGO vs VIVK
-100.0%
+30,093.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.7% | -4.7% | +3.0% |
| 7D | -0.3% | +13.1% | -13.4% | -0.3% |
| 30D | -13.8% | -29.7% | +15.8% | -13.8% |
| 3M | -6.9% | -93.0% | +86.0% | -6.8% |
| 6M | +11.9% | -98.0% | +109.9% | +12.2% |
| YTD | +6.9% | -97.8% | +104.6% | +7.1% |
| 1Y | +7.4% | -100.0% | +107.4% | +7.8% |
| 3Y | +345.6% | -100.0% | +445.5% | +347.0% |
| 5Y | +718.9% | -100.0% | +818.9% | +721.6% |
| 10Y | +2,755.4% | -100.0% | +2,855.3% | +2,759.2% |
| All | +29,993.3% | -100.0% | +30,093.3% | +28,324.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling