+29,187.3%
AVGO vs VUG
+1,174.6%
+28,012.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.7% | +4.9% |
| 7D | 0.0% | -1.2% | +1.1% | +1.9% |
| 30D | -8.2% | -8.9% | +0.7% | +4.1% |
| 3M | -21.3% | -5.9% | -15.3% | -14.2% |
| 6M | -22.5% | -3.3% | -19.3% | -18.0% |
| YTD | -3.6% | +3.4% | -7.0% | -5.6% |
| 1Y | -6.7% | +1.9% | -8.6% | -6.4% |
| 3Y | +258.1% | +76.9% | +181.2% | +95.2% |
| 5Y | +560.9% | +63.9% | +497.0% | +293.5% |
| 10Y | +2,475.6% | +396.2% | +2,079.4% | +289.1% |
| All | +29,187.3% | +1,174.6% | +28,012.7% | +1,454.6% |
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