+327.1%
NET vs BRO
-1.5%
+328.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -7.0% | -2.6% | -4.4% | -6.7% |
| 30D | -4.8% | +0.9% | -5.7% | -5.0% |
| 3M | +3.8% | +24.8% | -20.9% | -0.4% |
| 6M | +50.0% | -0.1% | +50.1% | +48.1% |
| YTD | +41.5% | -9.7% | +51.2% | +41.3% |
| 1Y | +32.8% | -24.5% | +57.3% | +38.0% |
| All | +327.1% | -1.5% | +328.5% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling