+3.6%
NVT vs BRO
-3.6%
+7.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.5% | -17.2% | -8.9% |
| 7D | -19.5% | +12.4% | -31.9% | -10.6% |
| 30D | -32.4% | +21.6% | -54.0% | -19.7% |
| 3M | -30.3% | +4.3% | -34.7% | -25.1% |
| 6M | -30.4% | +29.2% | -59.6% | -13.2% |
| YTD | +11.3% | -6.4% | +17.7% | +25.1% |
| 1Y | +3.6% | -5.3% | +8.9% | +17.1% |
| All | +3.6% | -3.6% | +7.2% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling