+2,583.2%
AVGO vs VST
+1,175.7%
+1,407.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.0% |
| 7D | -3.0% | +8.9% | -11.9% | -5.9% |
| 30D | -14.4% | +6.2% | -20.6% | -16.4% |
| 3M | -14.4% | -2.7% | -11.7% | -14.2% |
| 6M | +13.1% | -8.4% | +21.5% | +14.7% |
| YTD | +3.8% | -7.2% | +11.0% | +3.8% |
| 1Y | +17.8% | -20.9% | +38.7% | +24.3% |
| 3Y | +325.3% | +384.0% | -58.7% | +146.3% |
| 5Y | +689.9% | +757.1% | -67.1% | +281.1% |
| All | +2,583.2% | +1,175.7% | +1,407.5% | +1,051.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling