+6.7%
NI vs BROS
-35.3%
+42.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | +2.0% | -6.7% | +8.7% | +2.1% |
| 30D | -3.5% | -29.1% | +25.5% | -3.3% |
| 3M | -9.1% | -16.7% | +7.6% | -9.0% |
| 6M | -11.8% | -11.6% | -0.2% | -11.9% |
| YTD | +1.1% | -23.9% | +25.0% | +1.1% |
| 1Y | +6.7% | -34.8% | +41.5% | +9.2% |
| All | +6.7% | -35.3% | +42.0% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling