+172.1%
NXT vs BRO
+14.6%
+157.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.8% |
| 7D | -1.9% | -7.3% | +5.4% | -4.0% |
| 30D | -20.0% | -6.9% | -13.2% | -21.6% |
| 3M | -30.7% | +10.7% | -41.4% | -28.7% |
| 6M | -29.0% | -2.7% | -26.3% | -27.3% |
| YTD | -4.8% | -16.3% | +11.5% | -2.9% |
| 1Y | +22.8% | -29.1% | +51.9% | +26.1% |
| 3Y | +93.9% | -7.8% | +101.8% | +85.5% |
| All | +172.1% | +14.6% | +157.5% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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