+30.4%
NFLX vs BROS
+33.7%
-3.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.5% |
| 7D | -8.1% | -6.1% | -2.0% | -7.1% |
| 30D | +1.6% | -12.4% | +14.0% | +3.7% |
| 3M | -7.3% | -27.9% | +20.6% | -2.9% |
| 6M | -21.6% | -16.8% | -4.8% | -20.5% |
| YTD | -18.9% | -29.0% | +10.1% | -15.7% |
| 1Y | -39.1% | -33.2% | -5.9% | -36.3% |
| 3Y | +71.7% | +56.8% | +14.9% | +43.9% |
| All | +30.4% | +33.7% | -3.3% | +21.6% |
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