+2,770.9%
AVGO vs VMC
+156.6%
+2,614.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | +1.1% | -3.8% | +4.9% | +2.9% |
| 30D | -13.0% | -9.7% | -3.3% | -9.0% |
| 3M | -6.0% | -9.6% | +3.7% | -2.6% |
| 6M | +6.4% | -4.8% | +11.2% | +7.3% |
| YTD | +5.0% | -10.9% | +15.9% | +8.3% |
| 1Y | +1.4% | -15.6% | +17.0% | +7.3% |
| 3Y | +336.8% | +19.3% | +317.5% | +289.8% |
| 5Y | +698.2% | +48.0% | +650.2% | +538.0% |
| All | +2,770.9% | +156.6% | +2,614.4% | +1,672.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling