+28.0%
NBIS vs BROS
-18.6%
+46.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.0% |
| 7D | -22.4% | +2.5% | -24.9% | -23.0% |
| 30D | -39.1% | +15.1% | -54.2% | -42.0% |
| 3M | -37.3% | -31.4% | -5.9% | -29.1% |
| 6M | -19.8% | -22.6% | +2.8% | -12.3% |
| YTD | +69.1% | -28.1% | +97.2% | +79.3% |
| 1Y | +28.0% | -20.3% | +48.3% | +37.1% |
| All | +28.0% | -18.6% | +46.6% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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