-7.8%
NVTS vs BROS
-29.3%
+21.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.0% |
| 7D | +2.7% | -6.7% | +9.4% | +5.5% |
| 30D | -4.5% | -29.1% | +24.6% | +7.9% |
| 3M | -61.5% | -16.7% | -44.8% | -59.6% |
| 6M | +28.0% | -11.6% | +39.6% | +29.3% |
| YTD | +65.3% | -23.9% | +89.2% | +78.0% |
| 1Y | +113.0% | -34.8% | +147.8% | +142.0% |
| 3Y | +34.7% | +62.1% | -27.4% | +5.5% |
| All | -7.8% | -29.3% | +21.5% | -19.6% |
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 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