+18.4%
BROS vs NTRS
+95.4%
-77.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.7% | -4.2% |
| 7D | -6.1% | +0.3% | -6.4% | -6.3% |
| 30D | -12.4% | +0.2% | -12.5% | -12.5% |
| 3M | -27.9% | +13.2% | -41.1% | -33.6% |
| 6M | -16.8% | +36.9% | -53.7% | -32.3% |
| YTD | -29.0% | +39.1% | -68.1% | -42.9% |
| 1Y | -33.2% | +50.4% | -83.6% | -48.8% |
| 3Y | +56.8% | +166.8% | -110.0% | -16.5% |
| All | +18.4% | +95.4% | -77.0% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling