+51.2%
NXPI vs BROS
+30.6%
+20.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -2.1% |
| 7D | +6.8% | +6.3% | +0.5% | +5.4% |
| 30D | +20.0% | -8.3% | +28.4% | +21.8% |
| 3M | +14.8% | -29.8% | +44.6% | +22.2% |
| 6M | -10.5% | -25.8% | +15.4% | -7.5% |
| YTD | +23.7% | -41.4% | +65.1% | +33.4% |
| 1Y | +34.1% | -35.2% | +69.2% | +41.3% |
| 3Y | +51.2% | +32.8% | +18.5% | +38.4% |
| All | +51.2% | +30.6% | +20.6% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling