+187.5%
NVT vs BRO
-7.6%
+195.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.6% |
| 7D | +4.1% | -7.3% | +11.4% | +2.6% |
| 30D | -5.1% | -6.9% | +1.7% | -6.2% |
| 3M | -1.2% | +10.7% | -11.8% | -0.5% |
| 6M | +46.6% | -2.7% | +49.3% | +49.5% |
| YTD | +60.0% | -16.3% | +76.3% | +66.2% |
| 1Y | +70.8% | -29.1% | +99.9% | +84.1% |
| 3Y | +187.5% | -7.8% | +195.4% | +189.9% |
| All | +187.5% | -7.6% | +195.2% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling