-49.7%
NRG vs BRO
-3.6%
-46.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.5% | -18.0% | -11.8% |
| 7D | -13.7% | +12.4% | -26.2% | -9.8% |
| 30D | -13.6% | +21.6% | -35.1% | -7.2% |
| 3M | -28.5% | +4.3% | -32.8% | -27.4% |
| 6M | -45.8% | +29.2% | -75.0% | -41.2% |
| YTD | -46.9% | -6.4% | -40.6% | -48.3% |
| 1Y | -49.7% | -5.3% | -44.4% | -50.7% |
| All | -49.7% | -3.6% | -46.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling