-20.3%
BROS vs NTR
+36.7%
-57.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.0% | +1.1% |
| 7D | +2.5% | +4.3% | -1.9% | +2.6% |
| 30D | +15.1% | +2.6% | +12.5% | +15.2% |
| 3M | -31.4% | +8.5% | -39.9% | -31.1% |
| 6M | -22.6% | -3.3% | -19.3% | -22.0% |
| YTD | -28.1% | +19.6% | -47.7% | -33.1% |
| 1Y | -20.3% | +37.6% | -57.9% | -34.5% |
| All | -20.3% | +36.7% | -57.0% | -34.5% |
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