+2,646.4%
AVGO vs VSH
+135.8%
+2,510.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.8% | -0.2% |
| 7D | +6.1% | +12.8% | -6.7% | -0.1% |
| 30D | -2.7% | -9.0% | +6.3% | +0.7% |
| 3M | -16.9% | -12.2% | -4.7% | -13.6% |
| 6M | -19.1% | -15.9% | -3.2% | -19.7% |
| YTD | +0.3% | +103.2% | -102.9% | -38.7% |
| 1Y | -1.2% | +108.4% | -109.6% | -40.6% |
| 3Y | +272.4% | +41.6% | +230.9% | +157.6% |
| 5Y | +579.0% | +54.6% | +524.4% | +338.9% |
| All | +2,646.4% | +135.8% | +2,510.6% | +1,247.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling