+51.1%
NEM vs BRO
-3.6%
+54.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.5% | +5.4% | +10.9% |
| 7D | +3.7% | +12.4% | -8.8% | +6.7% |
| 30D | +2.0% | +21.6% | -19.6% | +7.5% |
| 3M | +21.1% | +4.3% | +16.8% | +22.1% |
| 6M | +9.5% | +29.2% | -19.7% | +19.1% |
| YTD | +19.1% | -6.4% | +25.4% | +24.8% |
| 1Y | +51.1% | -5.3% | +56.4% | +57.4% |
| All | +51.1% | -3.6% | +54.7% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling