+31.9%
NVDL vs BROS
-10.8%
+42.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -0.8% | -6.6% | +5.7% | +0.3% |
| 30D | +3.4% | -12.3% | +15.7% | +5.5% |
| 3M | +8.1% | -22.2% | +30.3% | +8.3% |
| 6M | +31.9% | -14.3% | +46.1% | +23.4% |
| All | +31.9% | -10.8% | +42.6% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling