+112.5%
NET vs BRO
+25.0%
+87.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.0% |
| 7D | -7.0% | -2.6% | -4.4% | -5.5% |
| 30D | -4.8% | +0.9% | -5.7% | -5.6% |
| 3M | +3.8% | +24.8% | -20.9% | -11.6% |
| 6M | +50.0% | -0.1% | +50.1% | +47.6% |
| YTD | +41.5% | -9.7% | +51.2% | +47.4% |
| 1Y | +32.8% | -24.5% | +57.3% | +56.6% |
| 3Y | +335.9% | -1.6% | +337.5% | +259.0% |
| All | +112.5% | +25.0% | +87.4% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling