+70.7%
NEE vs BROS
+30.6%
+40.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.5% | -6.7% | -0.3% |
| 7D | -2.1% | +6.3% | -8.4% | -2.2% |
| 30D | +8.6% | -8.3% | +17.0% | +8.7% |
| 3M | -0.3% | -29.8% | +29.5% | +0.3% |
| 6M | -8.9% | -25.8% | +16.9% | -8.6% |
| YTD | +8.3% | -41.4% | +49.7% | +9.3% |
| 1Y | +4.3% | -35.2% | +39.4% | +4.9% |
| 3Y | +70.7% | +32.8% | +38.0% | +56.0% |
| All | +70.7% | +30.6% | +40.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling