+62.3%
NEM vs BROS
-33.2%
+95.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.4% |
| 7D | -3.3% | -6.1% | +2.8% | -2.2% |
| 30D | +7.8% | -12.4% | +20.2% | +10.3% |
| 3M | +36.3% | -27.9% | +64.2% | +42.1% |
| 6M | +6.6% | -16.8% | +23.4% | +7.0% |
| YTD | +27.1% | -29.0% | +56.2% | +29.4% |
| 1Y | +62.3% | -33.2% | +95.5% | +67.4% |
| All | +62.3% | -33.2% | +95.5% | +67.4% |
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 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