+339.7%
AVGO vs NVTS
+37.8%
+301.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | -0.8% | +3.5% | -4.3% | -1.1% |
| 30D | -13.7% | -11.9% | -1.8% | -12.9% |
| 3M | -6.9% | -49.2% | +42.3% | -2.3% |
| 6M | +5.8% | +38.4% | -32.6% | +1.1% |
| YTD | +5.7% | +62.5% | -56.8% | -0.9% |
| 1Y | +9.0% | +101.4% | -92.4% | -0.2% |
| All | +339.7% | +37.8% | +301.9% | +343.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling