+345.6%
AVGO vs VUG
+88.1%
+257.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.6% |
| 7D | -0.3% | +0.9% | -1.2% | -1.9% |
| 30D | -13.8% | -1.4% | -12.4% | -11.8% |
| 3M | -6.9% | +2.3% | -9.3% | -10.2% |
| 6M | +11.9% | +15.7% | -3.7% | -11.7% |
| YTD | +6.9% | +8.6% | -1.7% | -6.0% |
| 1Y | +7.4% | +14.1% | -6.6% | -12.3% |
| 3Y | +345.6% | +87.9% | +257.7% | +79.3% |
| All | +345.6% | +88.1% | +257.5% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling