+2,798.6%
AVGO vs VSH
+124.9%
+2,673.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.2% | +7.7% |
| 7D | +25.0% | +26.2% | -1.2% | +11.4% |
| 30D | +2.0% | -12.5% | +14.5% | +7.3% |
| 3M | -12.3% | -16.9% | +4.6% | -6.5% |
| 6M | -12.8% | -17.0% | +4.2% | -13.2% |
| YTD | +5.9% | +93.8% | -88.0% | -34.0% |
| 1Y | +3.3% | +99.3% | -96.0% | -36.6% |
| 3Y | +293.1% | +35.0% | +258.1% | +177.6% |
| 5Y | +606.7% | +45.8% | +560.9% | +369.0% |
| All | +2,798.6% | +124.9% | +2,673.8% | +1,352.1% |
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