+31,416.6%
AVGO vs VUG
+1,243.7%
+30,172.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.8% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | -14.4% | -0.3% | -14.1% | -14.1% |
| 3M | -14.4% | -0.7% | -13.7% | -13.2% |
| 6M | +13.1% | +14.6% | -1.5% | -3.8% |
| YTD | +3.8% | +9.0% | -5.2% | -5.7% |
| 1Y | +17.8% | +14.9% | +2.9% | +1.0% |
| 3Y | +325.3% | +86.0% | +239.2% | +115.9% |
| 5Y | +689.9% | +76.7% | +613.2% | +324.0% |
| 10Y | +2,597.0% | +411.3% | +2,185.7% | +289.2% |
| All | +31,416.6% | +1,243.7% | +30,172.9% | +1,451.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling