+2,761.7%
AVGO vs NSC
+336.2%
+2,425.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.7% |
| 30D | -13.3% | -3.4% | -9.9% | -11.9% |
| 3M | -2.9% | +5.1% | -7.9% | -6.1% |
| 6M | +5.7% | +9.2% | -3.5% | -0.5% |
| YTD | +4.6% | +13.4% | -8.8% | -3.9% |
| 1Y | -1.6% | +20.8% | -22.4% | -13.1% |
| 3Y | +336.2% | +76.1% | +260.1% | +198.9% |
| 5Y | +695.6% | +45.3% | +650.4% | +500.9% |
| All | +2,761.7% | +336.2% | +2,425.6% | +1,230.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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