+248.8%
NBIS vs BRO
-24.4%
+273.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +5.8% |
| 7D | +8.2% | -2.6% | +10.8% | +5.3% |
| 30D | +3.4% | +0.9% | +2.5% | +5.4% |
| 3M | -12.8% | +24.8% | -37.6% | +5.6% |
| 6M | +131.5% | -0.1% | +131.6% | +150.9% |
| YTD | +170.5% | -9.7% | +180.2% | +174.2% |
| 1Y | +248.8% | -24.5% | +273.3% | +212.3% |
| All | +248.8% | -24.4% | +273.2% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling