+745.1%
AVGO vs VSXY
+42.7%
+702.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.4% |
| 7D | -0.3% | -6.8% | +6.5% | +0.6% |
| 30D | -13.8% | -20.4% | +6.5% | -11.2% |
| 3M | -6.9% | +2.9% | -9.8% | -7.7% |
| 6M | +11.9% | +67.9% | -56.0% | +2.2% |
| YTD | +6.9% | +44.9% | -38.0% | -1.2% |
| 1Y | +7.4% | +205.9% | -198.5% | -12.0% |
| 3Y | +345.6% | +373.9% | -28.3% | +223.7% |
| 5Y | +718.9% | +23.5% | +695.4% | +587.6% |
| All | +745.1% | +42.7% | +702.5% | +601.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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