+244.4%
AVGO vs VST
+264.2%
-19.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.6% | -9.8% | -3.6% |
| 7D | -9.9% | -9.8% | -0.1% | -6.6% |
| 30D | -22.0% | -25.1% | +3.1% | -12.9% |
| 3M | -30.0% | -11.6% | -18.5% | -27.3% |
| 6M | -30.7% | -20.9% | -9.8% | -25.5% |
| YTD | -14.7% | -22.3% | +7.6% | -9.4% |
| 1Y | -16.8% | -32.0% | +15.2% | -6.5% |
| 3Y | +244.4% | +262.4% | -18.0% | +144.3% |
| All | +244.4% | +264.2% | -19.8% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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