+29,187.3%
AVGO vs VSH
+490.0%
+28,697.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.2% |
| 7D | 0.0% | -1.6% | +1.5% | +0.5% |
| 30D | -8.2% | -21.3% | +13.1% | +1.6% |
| 3M | -21.3% | -18.9% | -2.4% | -15.0% |
| 6M | -22.5% | -21.4% | -1.1% | -20.2% |
| YTD | -3.6% | +86.8% | -90.4% | -36.2% |
| 1Y | -6.7% | +85.8% | -92.4% | -38.2% |
| 3Y | +258.1% | +30.1% | +228.0% | +165.7% |
| 5Y | +560.9% | +42.8% | +518.1% | +363.3% |
| 10Y | +2,475.6% | +121.2% | +2,354.4% | +1,282.4% |
| All | +29,187.3% | +490.0% | +28,697.4% | +10,945.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling