-1.2%
AVGO vs VUG
+4.1%
-5.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +1.1% |
| 7D | +6.1% | -1.1% | +7.1% | +8.5% |
| 30D | -2.7% | -7.0% | +4.3% | +10.7% |
| 3M | -16.9% | -3.7% | -13.2% | -10.7% |
| 6M | -19.1% | -1.6% | -17.5% | -15.5% |
| YTD | +0.3% | +5.1% | -4.9% | -2.6% |
| 1Y | -1.2% | +3.8% | -4.9% | +0.3% |
| All | -1.2% | +4.1% | -5.2% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling