+322.4%
NET vs BROS
+63.7%
+258.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -16.4% | +2.5% | -18.8% | -16.8% |
| 30D | -25.8% | +15.1% | -40.9% | -28.2% |
| 3M | -11.5% | -31.4% | +19.9% | -4.9% |
| 6M | +18.9% | -22.6% | +41.5% | +23.3% |
| YTD | +35.2% | -28.1% | +63.4% | +41.2% |
| 1Y | +14.5% | -20.3% | +34.7% | +16.1% |
| All | +322.4% | +63.7% | +258.7% | +257.8% |
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