+666.2%
AVGO vs NVTS
-15.6%
+681.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.5% |
| 7D | -3.0% | +2.7% | -5.7% | -3.3% |
| 30D | -14.4% | -4.5% | -10.0% | -14.2% |
| 3M | -14.4% | -61.5% | +47.1% | -6.2% |
| 6M | +13.1% | +28.0% | -14.9% | +6.8% |
| YTD | +3.8% | +65.3% | -61.5% | -5.6% |
| 1Y | +17.8% | +113.0% | -95.2% | +2.6% |
| 3Y | +325.3% | +34.7% | +290.6% | +266.4% |
| All | +666.2% | -15.6% | +681.7% | +536.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling