+1,065.2%
NRG vs BRO
+294.2%
+770.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | -7.3% | +2.7% | -1.9% |
| 30D | -6.0% | -6.9% | +0.9% | -3.7% |
| 3M | -8.0% | +10.7% | -18.6% | -13.3% |
| 6M | -23.2% | -2.7% | -20.5% | -24.1% |
| YTD | -28.1% | -16.3% | -11.7% | -24.5% |
| 1Y | -27.3% | -29.1% | +1.8% | -17.8% |
| 3Y | +208.7% | -7.8% | +216.5% | +195.0% |
| 5Y | +197.7% | +18.7% | +178.9% | +135.6% |
| All | +1,065.2% | +294.2% | +770.9% | +355.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling