+248.8%
NBIS vs BROS
-35.3%
+284.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.7% | +7.2% |
| 7D | +8.2% | -6.7% | +14.9% | +10.8% |
| 30D | +3.4% | -29.1% | +32.4% | +16.1% |
| 3M | -12.8% | -16.7% | +3.9% | -7.5% |
| 6M | +131.5% | -11.6% | +143.1% | +137.4% |
| YTD | +170.5% | -23.9% | +194.4% | +188.3% |
| 1Y | +248.8% | -34.8% | +283.6% | +436.6% |
| All | +248.8% | -35.3% | +284.1% | +436.6% |
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