+3.6%
NVT vs BROS
-18.6%
+22.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.9% | -13.7% | -12.8% |
| 7D | -19.5% | +2.5% | -22.0% | -19.7% |
| 30D | -32.4% | +15.1% | -47.5% | -33.5% |
| 3M | -30.3% | -31.4% | +1.0% | -27.2% |
| 6M | -30.4% | -22.6% | -7.8% | -29.6% |
| YTD | +11.3% | -28.1% | +39.5% | +11.4% |
| 1Y | +3.6% | -20.3% | +23.8% | +1.7% |
| All | +3.6% | -18.6% | +22.2% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling