-21.8%
NOW vs BROS
+3.9%
-25.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -3.0% | -21.2% | +18.2% | +1.4% |
| 30D | -26.0% | -11.6% | -14.5% | -24.7% |
| 3M | -13.1% | -36.7% | +23.6% | -5.7% |
| 6M | +14.5% | -42.8% | +57.3% | +25.8% |
| YTD | -33.4% | -44.8% | +11.4% | -26.9% |
| 1Y | -40.6% | -36.5% | -4.1% | -36.8% |
| 3Y | -16.3% | +27.0% | -43.3% | -27.6% |
| 5Y | -26.3% | -50.3% | +24.0% | -29.4% |
| All | -21.8% | +3.9% | -25.7% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling