+66.9%
BROS vs NVD
-99.1%
+166.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.7% |
| 7D | -6.6% | +0.5% | -7.1% | -6.5% |
| 30D | -12.3% | -9.3% | -3.1% | -13.1% |
| 3M | -22.2% | -22.1% | -0.1% | -24.1% |
| 6M | -14.3% | -45.8% | +31.5% | -19.8% |
| YTD | -26.6% | -46.7% | +20.2% | -31.0% |
| 1Y | -31.5% | -59.5% | +28.0% | -37.5% |
| All | +66.9% | -99.1% | +166.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling