-28.5%
NXT vs BRO
-6.5%
-22.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.5% |
| 7D | -2.6% | -8.6% | +6.0% | -10.0% |
| 30D | -22.4% | -6.9% | -15.5% | -27.1% |
| 3M | -27.3% | +10.5% | -37.8% | -17.7% |
| 6M | -28.5% | -2.8% | -25.7% | -24.8% |
| All | -28.5% | -6.5% | -22.0% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling