-21.6%
NOW vs BROS
+10.5%
-32.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.5% | -4.9% | +0.3% |
| 7D | +0.3% | +6.3% | -6.0% | -1.0% |
| 30D | -27.0% | -8.3% | -18.6% | -26.2% |
| 3M | -19.6% | -29.8% | +10.1% | -14.6% |
| 6M | +17.5% | -25.8% | +43.3% | +22.6% |
| YTD | -33.3% | -41.4% | +8.1% | -27.6% |
| 1Y | -39.8% | -35.2% | -4.7% | -36.2% |
| 3Y | -19.9% | +32.8% | -52.7% | -31.3% |
| 5Y | -26.1% | -42.2% | +16.1% | -30.4% |
| All | -21.6% | +10.5% | -32.1% | -28.7% |
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 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