+19.7%
BROS vs NTR
+48.9%
-29.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -5.8% | -1.3% | -4.5% | -5.5% |
| 30D | -14.0% | +16.8% | -30.7% | -17.2% |
| 3M | -32.5% | +20.7% | -53.2% | -35.8% |
| 6M | -14.9% | +0.5% | -15.4% | -15.8% |
| YTD | -28.3% | +29.2% | -57.5% | -34.3% |
| 1Y | -34.0% | +39.6% | -73.6% | -41.1% |
| 3Y | +63.0% | +37.9% | +25.1% | +43.0% |
| All | +19.7% | +48.9% | -29.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling