+420.3%
NVT vs BRO
+17.6%
+402.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.9% | +4.7% |
| 7D | +4.1% | -7.3% | +11.4% | +5.1% |
| 30D | -5.1% | -6.9% | +1.7% | -4.3% |
| 3M | -1.2% | +10.7% | -11.8% | -4.8% |
| 6M | +46.6% | -2.7% | +49.3% | +46.1% |
| YTD | +60.0% | -16.3% | +76.3% | +67.2% |
| 1Y | +70.8% | -29.1% | +99.9% | +90.0% |
| 3Y | +187.5% | -7.8% | +195.4% | +172.2% |
| All | +420.3% | +17.6% | +402.7% | +314.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling