+1,258.4%
NET vs BRO
+118.0%
+1,140.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.7% | -8.9% | -8.6% |
| 7D | -21.2% | +9.9% | -31.1% | -25.1% |
| 30D | -31.1% | +22.3% | -53.4% | -38.6% |
| 3M | -16.5% | +5.3% | -21.9% | -20.1% |
| 6M | 0.0% | +30.3% | -30.3% | -16.0% |
| YTD | +24.0% | -5.7% | +29.8% | +23.7% |
| 1Y | +7.0% | -3.5% | +10.5% | +4.7% |
| 3Y | +279.6% | +7.9% | +271.7% | +218.5% |
| 5Y | +24.0% | +24.5% | -0.5% | -4.6% |
| All | +1,258.4% | +118.0% | +1,140.4% | +802.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling