+1,724.7%
AVGO vs VRT
+1,919.9%
-195.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +9.6% | -0.8% | +5.0% |
| 7D | -0.9% | -10.6% | +9.7% | +3.2% |
| 30D | -11.6% | -17.4% | +5.8% | -5.7% |
| 3M | -25.2% | -26.4% | +1.2% | -17.1% |
| 6M | -25.4% | -41.0% | +15.6% | -11.6% |
| YTD | -7.2% | +23.8% | -31.0% | -20.2% |
| 1Y | -7.9% | +11.6% | -19.5% | -17.5% |
| 3Y | +262.1% | +403.5% | -141.4% | +80.6% |
| 5Y | +525.7% | +647.0% | -121.4% | +155.0% |
| All | +1,724.7% | +1,919.9% | -195.2% | +324.3% |
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