+881.7%
NVDA vs BROS
+33.7%
+848.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.5% |
| 7D | -4.3% | -6.1% | +1.7% | -2.9% |
| 30D | +0.5% | -12.4% | +12.9% | +3.5% |
| 3M | +9.1% | -27.9% | +37.0% | +16.2% |
| 6M | +18.5% | -16.8% | +35.3% | +20.9% |
| YTD | +17.4% | -29.0% | +46.4% | +23.9% |
| 1Y | +23.4% | -33.2% | +56.6% | +31.3% |
| 3Y | +380.6% | +56.8% | +323.8% | +288.6% |
| All | +881.7% | +33.7% | +848.0% | +778.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling