+75.8%
NDAQ vs BROS
+3.9%
+71.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +0.8% | -21.2% | +22.1% | +3.3% |
| 30D | +16.5% | -11.6% | +28.1% | +17.7% |
| 3M | +13.5% | -36.7% | +50.2% | +19.0% |
| 6M | +20.9% | -42.8% | +63.7% | +27.5% |
| YTD | +11.4% | -44.8% | +56.2% | +17.4% |
| 1Y | +25.9% | -36.5% | +62.5% | +30.4% |
| 3Y | +119.9% | +27.0% | +92.9% | +105.0% |
| 5Y | +61.7% | -50.3% | +112.1% | +57.3% |
| All | +75.8% | +3.9% | +71.9% | +69.4% |
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