+345.6%
AVGO vs VSH
+32.2%
+313.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.4% |
| 7D | -0.3% | +6.2% | -6.5% | -2.6% |
| 30D | -13.8% | -11.1% | -2.7% | -10.3% |
| 3M | -6.9% | -44.9% | +38.0% | +14.2% |
| 6M | +11.9% | +90.0% | -78.0% | -20.9% |
| YTD | +6.9% | +118.8% | -111.9% | -30.3% |
| 1Y | +7.4% | +109.0% | -101.6% | -28.9% |
| 3Y | +345.6% | +35.6% | +309.9% | +255.1% |
| All | +345.6% | +32.2% | +313.3% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling