+2,770.9%
AVGO vs VYM
+209.2%
+2,561.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.6% |
| 7D | +1.1% | -0.8% | +1.9% | +2.2% |
| 30D | -13.0% | -2.2% | -10.7% | -10.4% |
| 3M | -6.0% | +3.1% | -9.0% | -9.7% |
| 6M | +6.4% | +9.7% | -3.3% | -5.1% |
| YTD | +5.0% | +14.9% | -9.9% | -11.7% |
| 1Y | +1.4% | +17.6% | -16.2% | -16.8% |
| 3Y | +336.8% | +65.3% | +271.5% | +142.6% |
| 5Y | +698.2% | +78.7% | +619.5% | +311.6% |
| All | +2,770.9% | +209.2% | +2,561.8% | +743.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling