+111.7%
NI vs BROS
-43.5%
+155.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.2% |
| 7D | +4.3% | +6.3% | -2.0% | +3.9% |
| 30D | +12.4% | -8.3% | +20.7% | +12.7% |
| 3M | +10.2% | -29.8% | +40.0% | +12.0% |
| 6M | -0.8% | -25.8% | +25.0% | +0.2% |
| YTD | +13.2% | -41.4% | +54.6% | +15.6% |
| 1Y | +10.1% | -35.2% | +45.2% | +11.6% |
| 3Y | +103.1% | +32.8% | +70.3% | +94.0% |
| All | +111.7% | -43.5% | +155.1% | +103.0% |
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