+18.8%
NVDL vs BROS
-32.8%
+51.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -10.3% | -5.8% | -4.6% | -9.3% |
| 30D | -7.1% | -14.0% | +6.8% | -4.7% |
| 3M | +6.6% | -32.5% | +39.1% | +13.0% |
| 6M | +21.1% | -14.9% | +36.0% | +19.3% |
| YTD | +15.2% | -28.3% | +43.5% | +16.3% |
| 1Y | +18.8% | -34.0% | +52.8% | +25.3% |
| All | +18.8% | -32.8% | +51.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling