+16.9%
NSC vs BROS
-38.0%
+54.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -3.5% | -20.4% | +16.9% | -2.1% |
| 30D | +3.9% | -6.1% | +10.0% | +4.6% |
| 3M | -0.8% | -29.4% | +28.6% | +1.2% |
| 6M | +7.1% | -31.5% | +38.6% | +8.5% |
| YTD | +16.4% | -42.8% | +59.3% | +19.6% |
| 1Y | +16.9% | -37.5% | +54.4% | +17.6% |
| All | +16.9% | -38.0% | +54.9% | +17.6% |
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