+904.4%
NVDA vs BROS
+38.3%
+866.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | -0.3% | -6.6% | +6.3% | +1.2% |
| 30D | +2.8% | -12.3% | +15.2% | +5.8% |
| 3M | +7.4% | -22.2% | +29.6% | +12.3% |
| 6M | +22.6% | -14.3% | +36.9% | +24.3% |
| YTD | +20.1% | -26.6% | +46.6% | +25.8% |
| 1Y | +31.2% | -31.5% | +62.7% | +38.7% |
| 3Y | +391.7% | +62.3% | +329.5% | +294.4% |
| All | +904.4% | +38.3% | +866.1% | +791.7% |
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