+2,660.6%
AVGO vs VUG
+398.3%
+2,262.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -3.6% |
| 7D | +18.2% | +2.5% | +15.6% | +14.7% |
| 30D | +0.2% | -6.3% | +6.5% | +9.6% |
| 3M | -16.8% | -6.0% | -10.8% | -9.2% |
| 6M | -16.5% | -3.5% | -12.9% | -11.1% |
| YTD | +0.8% | +3.9% | -3.1% | -1.8% |
| 1Y | +2.8% | +5.1% | -2.3% | -0.7% |
| 3Y | +278.5% | +77.9% | +200.7% | +108.7% |
| 5Y | +573.1% | +62.4% | +510.7% | +314.7% |
| All | +2,660.6% | +398.3% | +2,262.3% | +240.7% |
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