-18.6%
NRG vs BROS
-35.3%
+16.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.3% |
| 7D | +7.1% | -6.7% | +13.8% | +7.9% |
| 30D | -1.4% | -29.1% | +27.7% | +1.9% |
| 3M | -10.5% | -16.7% | +6.2% | -9.6% |
| 6M | -26.7% | -11.6% | -15.1% | -26.6% |
| YTD | -24.5% | -23.9% | -0.6% | -24.4% |
| 1Y | -18.6% | -34.8% | +16.2% | -21.4% |
| All | -18.6% | -35.3% | +16.7% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling