+632.1%
NVDA vs BROS
+10.5%
+621.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -3.5% |
| 7D | -12.7% | +6.3% | -19.1% | -14.1% |
| 30D | -26.4% | -8.3% | -18.1% | -25.3% |
| 3M | -27.6% | -29.8% | +2.1% | -22.1% |
| 6M | -27.7% | -25.8% | -1.9% | -24.4% |
| YTD | -12.5% | -41.4% | +28.9% | -4.1% |
| 1Y | -12.6% | -35.2% | +22.5% | -7.1% |
| 3Y | +235.9% | +32.8% | +203.2% | +180.6% |
| 5Y | +438.2% | -42.2% | +480.4% | +396.1% |
| All | +632.1% | +10.5% | +621.7% | +579.9% |
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 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