+2,770.9%
AVGO vs NRG
+1,083.9%
+1,687.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +1.1% | -4.7% | +5.8% | +2.9% |
| 30D | -13.0% | -6.0% | -7.0% | -11.6% |
| 3M | -6.0% | -8.0% | +2.0% | -5.1% |
| 6M | +6.4% | -23.2% | +29.5% | +14.2% |
| YTD | +5.0% | -28.1% | +33.0% | +14.6% |
| 1Y | +1.4% | -27.3% | +28.7% | +10.5% |
| 3Y | +336.8% | +208.7% | +128.2% | +181.1% |
| 5Y | +698.2% | +197.7% | +500.5% | +408.9% |
| All | +2,770.9% | +1,083.9% | +1,687.0% | +1,369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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