+154.7%
NEM vs BROS
+43.3%
+111.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | +0.3% | -6.7% | +7.0% | +0.8% |
| 30D | +23.1% | -29.1% | +52.1% | +25.7% |
| 3M | +18.5% | -16.7% | +35.2% | +19.5% |
| 6M | +7.8% | -11.6% | +19.4% | +8.2% |
| YTD | +29.1% | -23.9% | +53.0% | +30.6% |
| 1Y | +72.7% | -34.8% | +107.5% | +75.8% |
| 3Y | +248.7% | +62.1% | +186.7% | +232.7% |
| All | +154.7% | +43.3% | +111.4% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling