+178.0%
BRO vs NTR
+97.9%
+80.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.3% | -1.3% | -6.0% | -7.1% |
| 30D | -6.9% | +16.8% | -23.6% | -9.7% |
| 3M | +10.7% | +20.7% | -10.1% | +6.4% |
| 6M | -2.7% | +0.5% | -3.2% | -3.4% |
| YTD | -16.3% | +29.2% | -45.5% | -21.5% |
| 1Y | -29.1% | +39.6% | -68.7% | -34.7% |
| 3Y | -7.8% | +37.9% | -45.7% | -16.3% |
| 5Y | +18.7% | +47.1% | -28.3% | -0.9% |
| All | +178.0% | +97.9% | +80.1% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling