+889.8%
NVDA vs BRO
+17.6%
+872.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | -7.3% | +2.2% | -2.7% |
| 30D | -2.5% | -6.9% | +4.4% | -0.4% |
| 3M | +6.7% | +10.7% | -4.0% | +0.7% |
| 6M | +17.6% | -2.7% | +20.3% | +16.6% |
| YTD | +17.3% | -16.3% | +33.6% | +24.0% |
| 1Y | +23.5% | -29.1% | +52.6% | +41.5% |
| 3Y | +384.6% | -7.8% | +392.5% | +321.4% |
| All | +889.8% | +17.6% | +872.1% | +585.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling