+31,987.2%
AVGO vs VWO
+165.3%
+31,821.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.8% | +0.2% | -0.9% | -1.0% |
| 30D | -13.7% | +0.9% | -14.6% | -14.4% |
| 3M | -6.9% | +4.3% | -11.2% | -10.1% |
| 6M | +5.8% | +10.5% | -4.8% | -2.7% |
| YTD | +5.7% | +13.4% | -7.7% | -5.1% |
| 1Y | +9.0% | +18.6% | -9.5% | -5.4% |
| 3Y | +340.5% | +65.8% | +274.7% | +189.5% |
| 5Y | +711.1% | +35.2% | +675.8% | +533.8% |
| 10Y | +2,856.4% | +116.6% | +2,739.8% | +1,505.9% |
| All | +31,987.2% | +165.3% | +31,821.9% | +14,503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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