+444.8%
NVDA vs BROS
-43.5%
+488.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -3.7% |
| 7D | -12.7% | +6.3% | -19.1% | -14.3% |
| 30D | -26.4% | -8.3% | -18.1% | -25.2% |
| 3M | -27.6% | -29.8% | +2.1% | -21.4% |
| 6M | -27.7% | -25.8% | -1.9% | -24.1% |
| YTD | -12.5% | -41.4% | +28.9% | -3.1% |
| 1Y | -12.6% | -35.2% | +22.5% | -6.6% |
| 3Y | +235.9% | +32.8% | +203.2% | +166.1% |
| All | +444.8% | -43.5% | +488.2% | +448.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling