-34.8%
BROS vs NTRS
+47.2%
-82.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | -29.1% | +1.7% | -30.8% | -29.7% |
| 3M | -16.7% | +8.9% | -25.6% | -21.0% |
| 6M | -11.6% | +30.6% | -42.2% | -27.5% |
| YTD | -23.9% | +38.7% | -62.6% | -40.1% |
| 1Y | -34.8% | +48.1% | -82.9% | -52.3% |
| All | -34.8% | +47.2% | -82.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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