+1,381.0%
NET vs BRO
+116.5%
+1,264.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.5% | -7.0% | -4.7% |
| 7D | -16.4% | +12.4% | -28.8% | -21.4% |
| 30D | -25.8% | +21.6% | -47.4% | -33.7% |
| 3M | -11.5% | +4.3% | -15.9% | -14.9% |
| 6M | +18.9% | +29.2% | -10.3% | +0.4% |
| YTD | +35.2% | -6.4% | +41.6% | +35.3% |
| 1Y | +14.5% | -5.3% | +19.8% | +13.3% |
| 3Y | +313.8% | +7.1% | +306.7% | +248.5% |
| 5Y | +32.6% | +24.6% | +8.0% | +2.0% |
| All | +1,381.0% | +116.5% | +1,264.5% | +886.8% |
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