-12.9%
NVTS vs BROS
-34.1%
+21.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -2.6% |
| 7D | +0.5% | -6.1% | +6.5% | +3.0% |
| 30D | -18.0% | -12.4% | -5.6% | -13.7% |
| 3M | -45.6% | -27.9% | -17.7% | -39.3% |
| 6M | +28.5% | -16.8% | +45.3% | +32.8% |
| YTD | +56.2% | -29.0% | +85.2% | +72.8% |
| 1Y | +97.7% | -33.2% | +130.9% | +123.2% |
| 3Y | +35.0% | +56.8% | -21.8% | +7.3% |
| All | -12.9% | -34.1% | +21.2% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling