+43.4%
BROS vs NVD
-99.1%
+142.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -5.8% | +10.8% | -16.6% | -4.3% |
| 30D | -14.0% | +0.8% | -14.7% | -13.5% |
| 3M | -32.5% | -20.8% | -11.7% | -34.0% |
| 6M | -14.9% | -41.2% | +26.2% | -19.4% |
| YTD | -28.3% | -44.2% | +15.9% | -32.2% |
| 1Y | -34.0% | -54.2% | +20.2% | -38.7% |
| 3Y | +63.0% | -99.1% | +162.1% | +11.5% |
| All | +43.4% | -99.1% | +142.5% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling