+208.7%
NRG vs BRO
-7.6%
+216.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -7.3% | +2.7% | -4.9% |
| 30D | -6.0% | -6.9% | +0.9% | -6.2% |
| 3M | -8.0% | +10.7% | -18.6% | -9.1% |
| 6M | -23.2% | -2.7% | -20.5% | -23.1% |
| YTD | -28.1% | -16.3% | -11.7% | -26.6% |
| 1Y | -27.3% | -29.1% | +1.8% | -22.8% |
| 3Y | +208.7% | -7.8% | +216.5% | +213.7% |
| All | +208.7% | -7.6% | +216.3% | +213.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling