+2,856.4%
AVGO vs VUG
+410.7%
+2,445.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | -13.7% | -1.7% | -12.1% | -11.9% |
| 3M | -6.9% | +2.8% | -9.8% | -9.8% |
| 6M | +5.8% | +13.6% | -7.8% | -9.0% |
| YTD | +5.7% | +8.1% | -2.4% | -2.9% |
| 1Y | +9.0% | +13.1% | -4.0% | -4.6% |
| 3Y | +340.5% | +87.0% | +253.6% | +126.7% |
| 5Y | +711.1% | +76.0% | +635.1% | +348.3% |
| 10Y | +2,856.4% | +420.5% | +2,435.9% | +307.9% |
| All | +2,856.4% | +410.7% | +2,445.8% | +307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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