+2,001.1%
AVGO vs VRT
+2,829.6%
-828.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.5% |
| 7D | -0.3% | +13.6% | -13.9% | -5.3% |
| 30D | -13.8% | +6.8% | -20.6% | -16.3% |
| 3M | -6.9% | -3.2% | -3.7% | -7.7% |
| 6M | +11.9% | +20.3% | -8.4% | +0.9% |
| YTD | +6.9% | +79.6% | -72.7% | -19.4% |
| 1Y | +7.4% | +139.0% | -131.6% | -28.1% |
| 3Y | +345.6% | +644.6% | -299.0% | +93.0% |
| 5Y | +718.9% | +1,024.4% | -305.5% | +186.1% |
| All | +2,001.1% | +2,829.6% | -828.5% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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