+649.9%
NVDL vs BRO
-7.6%
+657.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -10.3% | -7.3% | -3.0% | -11.8% |
| 30D | -7.1% | -6.9% | -0.3% | -8.4% |
| 3M | +6.6% | +10.7% | -4.1% | +7.8% |
| 6M | +21.1% | -2.7% | +23.8% | +21.5% |
| YTD | +15.2% | -16.3% | +31.5% | +15.6% |
| 1Y | +18.8% | -29.1% | +47.9% | +21.9% |
| 3Y | +649.9% | -7.8% | +657.7% | +564.7% |
| All | +649.9% | -7.6% | +657.5% | +564.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling