+297.5%
AVGO vs VLTO
+69.5%
+228.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.8% |
| 7D | +25.0% | +0.8% | +24.2% | +24.7% |
| 30D | +2.0% | +18.7% | -16.7% | -2.6% |
| 3M | -12.3% | +21.7% | -34.0% | -16.9% |
| 6M | -12.8% | +35.8% | -48.7% | -21.4% |
| YTD | +5.9% | +18.3% | -12.4% | +1.5% |
| 1Y | +3.3% | +20.9% | -17.6% | -2.5% |
| All | +297.5% | +69.5% | +228.0% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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