+22.7%
BROS vs NXT
+171.8%
-149.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.5% |
| 7D | -6.6% | -0.2% | -6.4% | -6.6% |
| 30D | -12.3% | -20.0% | +7.6% | -9.8% |
| 3M | -22.2% | -30.9% | +8.7% | -18.8% |
| 6M | -14.3% | -23.8% | +9.5% | -12.8% |
| YTD | -26.6% | -5.4% | -21.1% | -27.9% |
| 1Y | -31.5% | +28.0% | -59.5% | -35.9% |
| 3Y | +62.3% | +93.3% | -31.1% | +36.7% |
| All | +22.7% | +171.8% | -149.1% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling