+644.2%
AVGO vs NVTS
-36.0%
+680.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -6.4% | +1.6% | -4.0% |
| 7D | +18.2% | +3.9% | +14.2% | +17.6% |
| 30D | +0.2% | -4.3% | +4.5% | +0.5% |
| 3M | -16.8% | -34.5% | +17.7% | -13.3% |
| 6M | -16.5% | -57.7% | +41.3% | -10.1% |
| YTD | +0.8% | +25.4% | -24.5% | -5.8% |
| 1Y | +2.8% | +13.1% | -10.3% | -2.9% |
| 3Y | +278.5% | +48.9% | +229.6% | +211.9% |
| 5Y | +573.1% | -51.8% | +624.8% | +471.6% |
| All | +644.2% | -36.0% | +680.2% | +534.9% |
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