+672.4%
AVGO vs NVTS
-20.2%
+692.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | +1.0% | +0.5% | +0.6% | +1.0% |
| 30D | -13.3% | -18.0% | +4.7% | -11.5% |
| 3M | -2.9% | -45.6% | +42.7% | +2.8% |
| 6M | +5.7% | +28.5% | -22.7% | -0.2% |
| YTD | +4.6% | +56.2% | -51.5% | -4.2% |
| 1Y | -1.6% | +97.7% | -99.3% | -13.6% |
| 3Y | +336.2% | +35.0% | +301.2% | +273.7% |
| All | +672.4% | -20.2% | +692.7% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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