+68.9%
NI vs BROS
+62.9%
+6.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | +1.3% | -6.6% | +7.8% | +1.6% |
| 30D | -0.3% | -12.3% | +12.1% | +0.3% |
| 3M | -9.5% | -22.2% | +12.7% | -8.7% |
| 6M | -10.2% | -14.3% | +4.0% | -10.1% |
| YTD | +1.8% | -26.6% | +28.3% | +2.7% |
| 1Y | +5.7% | -31.5% | +37.2% | +7.0% |
| All | +68.9% | +62.9% | +6.0% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling