+11.4%
NEE vs BROS
-18.6%
+30.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +3.9% | +4.9% |
| 7D | +9.2% | +2.5% | +6.7% | +9.2% |
| 30D | +16.0% | +15.1% | +0.9% | +16.0% |
| 3M | +2.2% | -31.4% | +33.6% | +2.0% |
| 6M | -6.0% | -22.6% | +16.6% | -5.5% |
| YTD | +12.6% | -28.1% | +40.7% | +13.5% |
| 1Y | +11.4% | -20.3% | +31.7% | +11.7% |
| All | +11.4% | -18.6% | +30.0% | +11.7% |
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