+474.0%
AVGO vs VST
+561.4%
-87.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.6% | -9.8% | -3.4% |
| 7D | -9.9% | -9.8% | -0.1% | -6.7% |
| 30D | -22.0% | -25.1% | +3.1% | -13.2% |
| 3M | -30.0% | -11.6% | -18.5% | -27.4% |
| 6M | -30.7% | -20.9% | -9.8% | -25.6% |
| YTD | -14.7% | -22.3% | +7.6% | -9.5% |
| 1Y | -16.8% | -32.0% | +15.2% | -6.9% |
| 3Y | +244.4% | +262.4% | -18.0% | +101.8% |
| All | +474.0% | +561.4% | -87.4% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling