+47.2%
NSC vs BROS
+43.3%
+3.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -5.5% | -6.7% | +1.2% | -5.0% |
| 30D | -3.2% | -29.1% | +25.9% | -1.0% |
| 3M | +7.7% | -16.7% | +24.4% | +8.7% |
| 6M | +4.5% | -11.6% | +16.1% | +4.8% |
| YTD | +15.6% | -23.9% | +39.5% | +17.0% |
| 1Y | +19.8% | -34.8% | +54.6% | +22.5% |
| 3Y | +70.1% | +62.1% | +8.0% | +59.6% |
| All | +47.2% | +43.3% | +3.8% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling