+31,416.6%
AVGO vs VMC
+518.8%
+30,897.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -3.0% | -4.3% | +1.4% | -1.1% |
| 30D | -14.4% | -8.2% | -6.2% | -11.4% |
| 3M | -14.4% | -7.0% | -7.4% | -12.6% |
| 6M | +13.1% | -10.8% | +23.9% | +17.3% |
| YTD | +3.8% | -7.4% | +11.2% | +5.3% |
| 1Y | +17.8% | -9.5% | +27.3% | +20.6% |
| 3Y | +325.3% | +20.5% | +304.8% | +283.5% |
| 5Y | +689.9% | +51.6% | +638.4% | +541.4% |
| 10Y | +2,597.0% | +150.0% | +2,447.0% | +1,568.6% |
| All | +31,416.6% | +518.8% | +30,897.8% | +13,001.6% |
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