+17.3%
BROS vs NVD
-98.5%
+115.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.9% | +2.6% | +7.1% |
| 7D | +6.3% | +28.6% | -22.3% | +10.4% |
| 30D | -8.3% | +73.6% | -82.0% | +0.4% |
| 3M | -29.8% | +70.1% | -99.9% | -22.9% |
| 6M | -25.8% | +53.6% | -79.4% | -18.7% |
| YTD | -41.4% | -7.0% | -34.4% | -39.6% |
| 1Y | -35.2% | -9.0% | -26.2% | -33.2% |
| 3Y | +32.8% | -98.3% | +131.1% | +1.9% |
| All | +17.3% | -98.5% | +115.8% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling