+336.8%
AVGO vs VYM
+65.1%
+271.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.9% |
| 7D | +1.1% | -0.8% | +1.9% | +2.6% |
| 30D | -13.0% | -2.2% | -10.7% | -9.4% |
| 3M | -6.0% | +3.1% | -9.0% | -11.1% |
| 6M | +6.4% | +9.7% | -3.3% | -9.4% |
| YTD | +5.0% | +14.9% | -9.9% | -17.7% |
| 1Y | +1.4% | +17.6% | -16.2% | -23.3% |
| 3Y | +336.8% | +65.3% | +271.5% | +110.9% |
| All | +336.8% | +65.1% | +271.8% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling