+11.7%
NEE vs BROS
+38.3%
-26.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | -0.5% | -6.6% | +6.0% | -0.2% |
| 30D | -1.7% | -12.3% | +10.7% | -1.1% |
| 3M | -1.8% | -22.2% | +20.4% | -0.8% |
| 6M | -8.8% | -14.3% | +5.4% | -8.5% |
| YTD | +5.2% | -26.6% | +31.8% | +6.4% |
| 1Y | +21.3% | -31.5% | +52.8% | +23.0% |
| 3Y | +35.2% | +62.3% | -27.1% | +25.4% |
| All | +11.7% | +38.3% | -26.6% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling