-5.3%
BRO vs NTR
+36.7%
-42.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +4.4% |
| 7D | +12.4% | +4.3% | +8.1% | +12.4% |
| 30D | +21.6% | +2.6% | +19.0% | +21.5% |
| 3M | +4.3% | +8.5% | -4.2% | +4.2% |
| 6M | +29.2% | -3.3% | +32.5% | +29.0% |
| YTD | -6.4% | +19.6% | -25.9% | -8.4% |
| 1Y | -5.3% | +37.6% | -42.9% | -9.9% |
| All | -5.3% | +36.7% | -42.0% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling