+31.9%
NXPI vs BROS
-18.6%
+50.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +5.3% | +2.5% | +2.8% | +4.9% |
| 30D | +9.5% | +15.1% | -5.5% | +7.3% |
| 3M | +12.0% | -31.4% | +43.4% | +17.8% |
| 6M | -8.1% | -22.6% | +14.5% | -7.2% |
| YTD | +23.7% | -28.1% | +51.8% | +27.4% |
| 1Y | +31.9% | -20.3% | +52.2% | +31.0% |
| All | +31.9% | -18.6% | +50.5% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling