+14,546.7%
NVDA vs BRO
+294.2%
+14,252.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.1% | -7.3% | +2.2% | -1.1% |
| 30D | -2.5% | -6.9% | +4.4% | +0.9% |
| 3M | +6.7% | +10.7% | -4.0% | -2.2% |
| 6M | +17.6% | -2.7% | +20.3% | +15.5% |
| YTD | +17.3% | -16.3% | +33.6% | +25.4% |
| 1Y | +23.5% | -29.1% | +52.6% | +45.9% |
| 3Y | +384.6% | -7.8% | +392.5% | +331.8% |
| 5Y | +875.4% | +18.7% | +856.7% | +591.3% |
| All | +14,546.7% | +294.2% | +14,252.4% | +3,699.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling