+117.0%
NET vs BROS
+43.3%
+73.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -7.0% | -6.7% | -0.3% | -4.8% |
| 30D | -4.8% | -29.1% | +24.3% | +6.6% |
| 3M | +3.8% | -16.7% | +20.5% | +8.3% |
| 6M | +50.0% | -11.6% | +61.7% | +50.5% |
| YTD | +41.5% | -23.9% | +65.4% | +49.6% |
| 1Y | +32.8% | -34.8% | +67.6% | +47.4% |
| 3Y | +335.9% | +62.1% | +273.8% | +191.7% |
| All | +117.0% | +43.3% | +73.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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