+48.3%
NSC vs BROS
+7.7%
+40.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -3.5% | -20.4% | +16.9% | -2.0% |
| 30D | +3.9% | -6.1% | +10.0% | +4.3% |
| 3M | -0.8% | -29.4% | +28.6% | +1.6% |
| 6M | +7.1% | -31.5% | +38.6% | +9.4% |
| YTD | +16.4% | -42.8% | +59.3% | +20.1% |
| 1Y | +16.9% | -37.5% | +54.4% | +19.7% |
| 3Y | +78.4% | +27.2% | +51.2% | +70.3% |
| 5Y | +33.1% | -47.0% | +80.1% | +28.0% |
| All | +48.3% | +7.7% | +40.6% | +45.8% |
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