+31,987.2%
AVGO vs VYM
+674.1%
+31,313.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.5% |
| 7D | -0.8% | -1.0% | +0.2% | +0.5% |
| 30D | -13.7% | -2.0% | -11.7% | -11.4% |
| 3M | -6.9% | +3.1% | -10.0% | -10.5% |
| 6M | +5.8% | +8.9% | -3.1% | -4.7% |
| YTD | +5.7% | +14.7% | -9.1% | -11.1% |
| 1Y | +9.0% | +19.4% | -10.4% | -12.4% |
| 3Y | +340.5% | +65.4% | +275.1% | +141.6% |
| 5Y | +711.1% | +77.6% | +633.5% | +313.8% |
| 10Y | +2,856.4% | +207.8% | +2,648.6% | +663.5% |
| All | +31,987.2% | +674.1% | +31,313.2% | +2,812.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling