+31,416.6%
AVGO vs VSH
+598.1%
+30,818.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.8% |
| 7D | -3.0% | +4.1% | -7.0% | -4.8% |
| 30D | -14.4% | -4.2% | -10.3% | -13.4% |
| 3M | -14.4% | -50.0% | +35.5% | +13.7% |
| 6M | +13.1% | +80.2% | -67.1% | -21.2% |
| YTD | +3.8% | +121.1% | -117.3% | -35.5% |
| 1Y | +17.8% | +112.0% | -94.2% | -25.8% |
| 3Y | +325.3% | +22.5% | +302.7% | +231.4% |
| 5Y | +689.9% | +64.0% | +625.9% | +426.9% |
| 10Y | +2,597.0% | +170.4% | +2,426.6% | +1,240.6% |
| All | +31,416.6% | +598.1% | +30,818.5% | +11,075.4% |
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