+2,490.2%
NVDL vs BRO
+14.4%
+2,475.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -10.3% | -7.3% | -3.0% | -10.9% |
| 30D | -7.1% | -6.9% | -0.3% | -7.7% |
| 3M | +6.6% | +10.7% | -4.1% | +5.8% |
| 6M | +21.1% | -2.7% | +23.8% | +21.2% |
| YTD | +15.2% | -16.3% | +31.5% | +17.4% |
| 1Y | +18.8% | -29.1% | +47.9% | +25.9% |
| 3Y | +649.9% | -7.8% | +657.7% | +561.0% |
| All | +2,490.2% | +14.4% | +2,475.8% | +1,734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling