+1,881.1%
AVGO vs NVT
+731.8%
+1,149.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -2.4% |
| 7D | +1.1% | +4.1% | -2.9% | -1.3% |
| 30D | -13.0% | -5.1% | -7.9% | -10.8% |
| 3M | -6.0% | -1.2% | -4.8% | -6.8% |
| 6M | +6.4% | +46.6% | -40.2% | -17.1% |
| YTD | +5.0% | +60.0% | -55.0% | -23.1% |
| 1Y | +1.4% | +70.8% | -69.4% | -28.7% |
| 3Y | +336.8% | +187.5% | +149.3% | +122.9% |
| 5Y | +698.2% | +426.1% | +272.1% | +188.0% |
| All | +1,881.1% | +731.8% | +1,149.3% | +409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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