+150.8%
NEM vs BROS
+33.7%
+117.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | -3.3% | -6.1% | +2.8% | -2.9% |
| 30D | +7.8% | -12.4% | +20.2% | +8.8% |
| 3M | +36.3% | -27.9% | +64.2% | +38.9% |
| 6M | +6.6% | -16.8% | +23.4% | +7.4% |
| YTD | +27.1% | -29.0% | +56.2% | +29.3% |
| 1Y | +62.3% | -33.2% | +95.5% | +65.3% |
| 3Y | +245.1% | +56.8% | +188.3% | +230.4% |
| All | +150.8% | +33.7% | +117.2% | +149.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling