+193.9%
NRG vs BROS
+35.1%
+158.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.5% |
| 7D | -4.7% | -5.8% | +1.1% | -3.8% |
| 30D | -6.0% | -14.0% | +8.0% | -3.9% |
| 3M | -8.0% | -32.5% | +24.5% | -3.2% |
| 6M | -23.2% | -14.9% | -8.3% | -22.2% |
| YTD | -28.1% | -28.3% | +0.2% | -25.6% |
| 1Y | -27.3% | -34.0% | +6.7% | -24.2% |
| 3Y | +208.7% | +63.0% | +145.7% | +192.1% |
| All | +193.9% | +35.1% | +158.8% | +183.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling