+32,043.9%
AVGO vs VMC
+561.4%
+31,482.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.2% |
| 7D | +25.0% | -1.7% | +26.7% | +25.9% |
| 30D | +2.0% | +15.3% | -13.3% | -4.4% |
| 3M | -12.3% | +0.3% | -12.6% | -12.9% |
| 6M | -12.8% | +0.9% | -13.7% | -14.4% |
| YTD | +5.9% | -1.0% | +6.9% | +3.9% |
| 1Y | +3.3% | -4.3% | +7.7% | +3.1% |
| 3Y | +293.1% | +35.3% | +257.8% | +236.4% |
| 5Y | +606.7% | +44.4% | +562.3% | +483.1% |
| 10Y | +2,733.6% | +128.0% | +2,605.6% | +1,712.2% |
| All | +32,043.9% | +561.4% | +31,482.5% | +12,832.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling