-9.4%
NVTS vs BROS
-31.8%
+22.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | +3.5% | -6.6% | +10.1% | +6.2% |
| 30D | -11.9% | -12.3% | +0.4% | -7.4% |
| 3M | -49.2% | -22.2% | -27.0% | -45.2% |
| 6M | +38.4% | -14.3% | +52.7% | +41.4% |
| YTD | +62.5% | -26.6% | +89.0% | +77.4% |
| 1Y | +101.4% | -31.5% | +132.9% | +125.1% |
| 3Y | +40.4% | +62.3% | -21.8% | +10.1% |
| All | -9.4% | -31.8% | +22.4% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling