+413.4%
NVT vs BROS
+38.3%
+375.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.2% |
| 7D | +7.0% | -6.6% | +13.6% | +7.9% |
| 30D | -2.3% | -12.3% | +10.0% | -0.7% |
| 3M | -3.1% | -22.2% | +19.1% | -0.6% |
| 6M | +47.0% | -14.3% | +61.3% | +48.3% |
| YTD | +56.2% | -26.6% | +82.8% | +60.5% |
| 1Y | +74.5% | -31.5% | +106.0% | +80.4% |
| 3Y | +184.0% | +62.3% | +121.8% | +161.0% |
| All | +413.4% | +38.3% | +375.1% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling