+70.9%
NVT vs BROS
-35.3%
+106.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +5.1% | -6.7% | +11.8% | +6.0% |
| 30D | -3.7% | -29.1% | +25.4% | +0.2% |
| 3M | -10.1% | -16.7% | +6.6% | -10.0% |
| 6M | +37.5% | -11.6% | +49.1% | +35.3% |
| YTD | +53.7% | -23.9% | +77.6% | +53.6% |
| 1Y | +70.9% | -34.8% | +105.7% | +62.4% |
| All | +70.9% | -35.3% | +106.2% | +62.4% |
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