+327.1%
NET vs BROS
+63.0%
+264.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -7.0% | -6.7% | -0.3% | -5.6% |
| 30D | -4.8% | -29.1% | +24.3% | +2.3% |
| 3M | +3.8% | -16.7% | +20.5% | +6.7% |
| 6M | +50.0% | -11.6% | +61.7% | +50.3% |
| YTD | +41.5% | -23.9% | +65.4% | +46.7% |
| 1Y | +32.8% | -34.8% | +67.6% | +42.2% |
| All | +327.1% | +63.0% | +264.0% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling