+2,300.3%
AVGO vs VT
+223.7%
+2,076.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.6% | +6.2% | +4.8% |
| 7D | -0.9% | +0.4% | -1.2% | -0.9% |
| 30D | -11.6% | -2.6% | -9.0% | -7.4% |
| 3M | -25.2% | -3.2% | -21.9% | -20.8% |
| 6M | -25.4% | +0.9% | -26.4% | -25.3% |
| YTD | -7.2% | +11.3% | -18.5% | -19.3% |
| 1Y | -7.9% | +14.0% | -21.9% | -22.3% |
| 3Y | +262.1% | +75.8% | +186.3% | +75.0% |
| 5Y | +525.7% | +57.8% | +467.9% | +256.3% |
| 10Y | +2,300.3% | +219.8% | +2,080.5% | +415.8% |
| All | +2,300.3% | +223.7% | +2,076.6% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling