+67.9%
NI vs BRO
-7.6%
+75.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | 0.0% | -7.3% | +7.4% | +1.4% |
| 30D | -1.4% | -6.9% | +5.5% | -0.2% |
| 3M | -10.6% | +10.7% | -21.2% | -12.9% |
| 6M | -9.3% | -2.7% | -6.6% | -9.3% |
| YTD | +1.1% | -16.3% | +17.5% | +4.7% |
| 1Y | +3.4% | -29.1% | +32.5% | +12.4% |
| 3Y | +67.9% | -7.8% | +75.7% | +71.8% |
| All | +67.9% | -7.6% | +75.5% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling