+174.8%
NVT vs BROS
+57.4%
+117.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.5% |
| 7D | +2.0% | -6.1% | +8.1% | +3.2% |
| 30D | -7.2% | -12.4% | +5.2% | -5.0% |
| 3M | -0.9% | -27.9% | +27.0% | +3.9% |
| 6M | +42.6% | -16.8% | +59.4% | +44.5% |
| YTD | +52.9% | -29.0% | +81.9% | +59.2% |
| 1Y | +64.5% | -33.2% | +97.7% | +72.4% |
| All | +174.8% | +57.4% | +117.4% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling