+49.9%
BROS vs NVD
-99.2%
+149.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.0% |
| 7D | -0.9% | -7.7% | +6.7% | -2.0% |
| 30D | -13.5% | -5.8% | -7.7% | -13.7% |
| 3M | -18.4% | -23.2% | +4.8% | -20.6% |
| 6M | -10.6% | -49.7% | +39.1% | -17.3% |
| YTD | -25.1% | -47.7% | +22.6% | -29.8% |
| 1Y | -28.6% | -61.3% | +32.7% | -35.4% |
| 3Y | +65.6% | -99.2% | +164.7% | +12.3% |
| All | +49.9% | -99.2% | +149.1% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling