+30.4%
NFLX vs BROS
+38.3%
-7.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -8.1% | -6.6% | -1.5% | -7.1% |
| 30D | -0.3% | -12.3% | +12.0% | +1.7% |
| 3M | -6.6% | -22.2% | +15.6% | -3.4% |
| 6M | -22.7% | -14.3% | -8.4% | -21.9% |
| YTD | -18.9% | -26.6% | +7.6% | -16.2% |
| 1Y | -39.8% | -31.5% | -8.3% | -37.3% |
| 3Y | +71.7% | +62.3% | +9.5% | +43.2% |
| All | +30.4% | +38.3% | -7.9% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling