+2,622.7%
NVDL vs BROS
+31.0%
+2,591.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.1% |
| 7D | -0.8% | -6.6% | +5.7% | +1.3% |
| 30D | +3.4% | -12.3% | +15.7% | +7.6% |
| 3M | +8.1% | -22.2% | +30.3% | +14.5% |
| 6M | +31.9% | -14.3% | +46.1% | +34.0% |
| YTD | +21.1% | -26.6% | +47.7% | +29.0% |
| 1Y | +34.0% | -31.5% | +65.5% | +44.8% |
| 3Y | +677.9% | +62.3% | +615.7% | +601.8% |
| All | +2,622.7% | +31.0% | +2,591.7% | +2,236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling