+1,119.4%
NBIS vs BROS
+30.1%
+1,089.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.5% | +9.2% | +8.5% |
| 7D | +22.2% | -0.9% | +23.1% | +22.6% |
| 30D | +29.7% | -13.5% | +43.2% | +39.4% |
| 3M | +11.9% | -18.4% | +30.3% | +21.7% |
| 6M | +173.0% | -10.6% | +183.6% | +176.0% |
| YTD | +191.4% | -25.1% | +216.4% | +224.7% |
| 1Y | +280.7% | -28.6% | +309.4% | +330.3% |
| All | +1,119.4% | +30.1% | +1,089.3% | +986.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling