+649.9%
NVDL vs BROS
+59.1%
+590.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.6% |
| 7D | -10.3% | -5.8% | -4.6% | -8.2% |
| 30D | -7.1% | -14.0% | +6.8% | -2.0% |
| 3M | +6.6% | -32.5% | +39.1% | +20.8% |
| 6M | +21.1% | -14.9% | +36.0% | +23.2% |
| YTD | +15.2% | -28.3% | +43.5% | +24.8% |
| 1Y | +18.8% | -34.0% | +52.8% | +31.8% |
| 3Y | +649.9% | +63.0% | +586.9% | +511.4% |
| All | +649.9% | +59.1% | +590.8% | +511.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling