+140.2%
NI vs BRO
+294.2%
-154.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | 0.0% | -7.3% | +7.4% | +2.8% |
| 30D | -1.4% | -6.9% | +5.5% | +1.0% |
| 3M | -10.6% | +10.7% | -21.2% | -14.8% |
| 6M | -9.3% | -2.7% | -6.6% | -9.6% |
| YTD | +1.1% | -16.3% | +17.5% | +6.6% |
| 1Y | +3.4% | -29.1% | +32.5% | +16.6% |
| 3Y | +67.9% | -7.8% | +75.7% | +65.2% |
| 5Y | +98.0% | +18.7% | +79.2% | +65.8% |
| All | +140.2% | +294.2% | -154.1% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling