+107.4%
NET vs BROS
+35.4%
+72.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -16.4% | +2.5% | -18.8% | -17.1% |
| 30D | -25.8% | +15.1% | -40.9% | -29.9% |
| 3M | -11.5% | -31.4% | +19.9% | -0.7% |
| 6M | +18.9% | -22.6% | +41.5% | +25.9% |
| YTD | +35.2% | -28.1% | +63.4% | +44.7% |
| 1Y | +14.5% | -20.3% | +34.7% | +16.9% |
| 3Y | +313.8% | +66.1% | +247.8% | +170.6% |
| 5Y | +32.6% | -36.9% | +69.5% | +11.9% |
| All | +107.4% | +35.4% | +72.0% | +66.0% |
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