+19.8%
BROS vs NXT
+173.5%
-153.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -5.8% | -1.9% | -3.8% | -5.5% |
| 30D | -14.0% | -20.0% | +6.1% | -11.4% |
| 3M | -32.5% | -30.7% | -1.8% | -29.5% |
| 6M | -14.9% | -29.0% | +14.1% | -12.5% |
| YTD | -28.3% | -4.8% | -23.4% | -29.6% |
| 1Y | -34.0% | +22.8% | -56.8% | -37.9% |
| 3Y | +63.0% | +93.9% | -31.0% | +37.2% |
| All | +19.8% | +173.5% | -153.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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