+28,613.9%
AVGO vs VT
+478.7%
+28,135.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -4.2% |
| 7D | -7.5% | -0.3% | -7.2% | -7.1% |
| 30D | -10.2% | -1.4% | -8.8% | -8.3% |
| 3M | -22.0% | -1.4% | -20.6% | -20.4% |
| 6M | -21.6% | +5.5% | -27.1% | -26.1% |
| YTD | -5.4% | +12.8% | -18.3% | -18.1% |
| 1Y | -6.8% | +15.4% | -22.3% | -21.3% |
| 3Y | +280.9% | +76.9% | +204.0% | +98.7% |
| 5Y | +548.1% | +60.4% | +487.7% | +287.5% |
| 10Y | +2,363.2% | +232.8% | +2,130.4% | +572.6% |
| All | +28,613.9% | +478.7% | +28,135.2% | +4,648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling