+1,022.8%
NBIS vs BROS
+24.5%
+998.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.6% | -2.1% |
| 7D | -0.8% | -5.8% | +4.9% | +2.2% |
| 30D | -13.4% | -14.0% | +0.6% | -6.8% |
| 3M | +1.0% | -32.5% | +33.5% | +21.6% |
| 6M | +100.5% | -14.9% | +115.4% | +108.2% |
| YTD | +168.3% | -28.3% | +196.6% | +205.9% |
| 1Y | +151.8% | -34.0% | +185.8% | +196.4% |
| All | +1,022.8% | +24.5% | +998.2% | +924.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling