+14.5%
NET vs BRO
-3.8%
+18.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.0% |
| 7D | -16.4% | +12.2% | -28.5% | -15.3% |
| 30D | -25.8% | +21.3% | -47.1% | -25.0% |
| 3M | -11.5% | +4.1% | -15.6% | -10.4% |
| 6M | +18.9% | +28.9% | -9.9% | +17.5% |
| YTD | +35.2% | -6.6% | +41.8% | +23.1% |
| 1Y | +14.5% | -5.6% | +20.0% | +4.7% |
| All | +14.5% | -3.8% | +18.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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