+2,770.9%
AVGO vs VTRS
-48.4%
+2,819.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.7% |
| 30D | -13.0% | +3.3% | -16.3% | -13.7% |
| 3M | -6.0% | +2.0% | -8.0% | -6.9% |
| 6M | +6.4% | +19.9% | -13.6% | +0.5% |
| YTD | +5.0% | +35.7% | -30.8% | -4.2% |
| 1Y | +1.4% | +68.1% | -66.7% | -12.8% |
| 3Y | +336.8% | +87.1% | +249.7% | +254.7% |
| 5Y | +698.2% | +47.6% | +650.6% | +570.4% |
| All | +2,770.9% | -48.4% | +2,819.3% | +2,661.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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