+18.3%
NOW vs BROS
+63.0%
-44.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | -2.4% | -6.7% | +4.3% | -1.4% |
| 30D | +20.5% | -29.1% | +49.6% | +27.0% |
| 3M | +18.3% | -16.7% | +35.1% | +21.0% |
| 6M | +24.1% | -11.6% | +35.7% | +25.0% |
| YTD | -7.8% | -23.9% | +16.1% | -5.1% |
| 1Y | -21.4% | -34.8% | +13.4% | -17.5% |
| All | +18.3% | +63.0% | -44.8% | +6.9% |
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