+1,940.4%
AVGO vs VRT
+2,725.9%
-785.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | -1.5% |
| 7D | -3.0% | +9.1% | -12.1% | -6.3% |
| 30D | -14.4% | +0.9% | -15.4% | -15.1% |
| 3M | -14.4% | -13.4% | -1.1% | -11.3% |
| 6M | +13.1% | +11.7% | +1.4% | +4.9% |
| YTD | +3.8% | +73.2% | -69.4% | -20.7% |
| 1Y | +17.8% | +123.4% | -105.6% | -19.1% |
| 3Y | +325.3% | +606.2% | -280.9% | +87.7% |
| 5Y | +689.9% | +899.9% | -210.0% | +190.8% |
| All | +1,940.4% | +2,725.9% | -785.5% | +321.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling