+2,761.7%
AVGO vs VSH
+178.4%
+2,583.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +1.0% | +2.8% | -1.7% | -0.4% |
| 30D | -13.3% | -6.0% | -7.3% | -11.1% |
| 3M | -2.9% | -42.6% | +39.8% | +21.8% |
| 6M | +5.7% | +82.1% | -76.4% | -28.7% |
| YTD | +4.6% | +117.5% | -112.9% | -36.9% |
| 1Y | -1.6% | +109.0% | -110.7% | -40.0% |
| 3Y | +336.2% | +34.9% | +301.4% | +217.3% |
| 5Y | +695.6% | +65.1% | +630.6% | +407.3% |
| All | +2,761.7% | +178.4% | +2,583.4% | +1,238.1% |
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