+250.5%
NEM vs BROS
+62.9%
+187.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | +3.1% | -6.6% | +9.6% | +3.8% |
| 30D | +10.0% | -12.3% | +22.3% | +11.5% |
| 3M | +30.9% | -22.2% | +53.1% | +33.6% |
| 6M | +10.5% | -14.3% | +24.8% | +11.4% |
| YTD | +29.7% | -26.6% | +56.3% | +32.3% |
| 1Y | +71.1% | -31.5% | +102.6% | +75.0% |
| All | +250.5% | +62.9% | +187.6% | +198.5% |
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