+63,430.7%
NFLX vs BRO
+892.7%
+62,538.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -8.1% | -8.6% | +0.5% | -4.5% |
| 30D | +1.6% | -6.9% | +8.6% | +4.8% |
| 3M | -7.3% | +10.5% | -17.8% | -11.4% |
| 6M | -21.6% | -2.8% | -18.8% | -21.3% |
| YTD | -18.9% | -16.1% | -2.8% | -13.7% |
| 1Y | -39.1% | -27.6% | -11.5% | -31.2% |
| 3Y | +71.7% | -7.3% | +78.9% | +70.0% |
| 5Y | +27.0% | +19.0% | +8.0% | +11.8% |
| 10Y | +687.7% | +292.7% | +394.9% | +308.4% |
| All | +63,430.7% | +892.7% | +62,538.0% | +16,000.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling