+2,761.7%
AVGO vs VSH
+179.3%
+2,582.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | +1.0% | +3.1% | -2.1% | -0.5% |
| 30D | -13.3% | -5.7% | -7.6% | -11.3% |
| 3M | -2.9% | -42.5% | +39.6% | +21.6% |
| 6M | +5.7% | +82.7% | -77.0% | -28.9% |
| YTD | +4.6% | +118.2% | -113.6% | -37.0% |
| 1Y | -1.6% | +109.7% | -111.3% | -40.1% |
| 3Y | +336.2% | +35.3% | +300.9% | +216.8% |
| 5Y | +695.6% | +65.6% | +630.0% | +406.5% |
| All | +2,761.7% | +179.3% | +2,582.5% | +1,236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling