+101.4%
NI vs BROS
+35.1%
+66.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | 0.0% | -5.8% | +5.8% | +0.3% |
| 30D | -1.4% | -14.0% | +12.6% | -0.8% |
| 3M | -10.6% | -32.5% | +21.9% | -9.2% |
| 6M | -9.3% | -14.9% | +5.6% | -9.1% |
| YTD | +1.1% | -28.3% | +29.4% | +2.2% |
| 1Y | +3.4% | -34.0% | +37.4% | +4.7% |
| 3Y | +67.9% | +63.0% | +4.9% | +61.1% |
| All | +101.4% | +35.1% | +66.3% | +94.5% |
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