+16.4%
NXPI vs BROS
+33.7%
-17.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.0% |
| 7D | +0.7% | -6.1% | +6.7% | +1.8% |
| 30D | -4.2% | -12.4% | +8.2% | -2.0% |
| 3M | -20.4% | -27.9% | +7.5% | -16.5% |
| 6M | +12.5% | -16.8% | +29.3% | +14.3% |
| YTD | +5.2% | -29.0% | +34.3% | +9.9% |
| 1Y | +5.1% | -33.2% | +38.3% | +10.5% |
| 3Y | +17.7% | +56.8% | -39.1% | +2.6% |
| All | +16.4% | +33.7% | -17.3% | +6.5% |
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