+22.6%
BROS vs NTR
+53.2%
-30.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | -12.3% | +21.7% | -34.1% | -16.5% |
| 3M | -22.2% | +22.8% | -45.0% | -26.3% |
| 6M | -14.3% | +8.2% | -22.5% | -16.9% |
| YTD | -26.6% | +32.9% | -59.5% | -33.2% |
| 1Y | -31.5% | +45.3% | -76.8% | -39.5% |
| 3Y | +62.3% | +41.7% | +20.6% | +41.5% |
| All | +22.6% | +53.2% | -30.6% | +28.0% |
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