+2,089.6%
AVGO vs VST
+866.2%
+1,223.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -6.2% | -4.3% | -8.2% |
| 7D | -15.5% | -19.9% | +4.4% | -8.8% |
| 30D | -22.4% | -29.7% | +7.2% | -12.5% |
| 3M | -30.2% | -19.6% | -10.6% | -25.2% |
| 6M | -31.6% | -29.4% | -2.2% | -23.8% |
| YTD | -15.3% | -29.7% | +14.4% | -7.0% |
| 1Y | -18.2% | -40.0% | +21.9% | -5.1% |
| 3Y | +241.2% | +231.0% | +10.2% | +123.7% |
| 5Y | +469.8% | +500.1% | -30.3% | +209.3% |
| 10Y | +2,106.2% | +1,004.2% | +1,102.0% | +960.6% |
| All | +2,089.6% | +866.2% | +1,223.4% | +930.4% |
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 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