+39.5%
NU vs BRO
+5.0%
+34.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -2.8% |
| 7D | -6.2% | -4.3% | -1.9% | -4.6% |
| 30D | -5.4% | -3.1% | -2.3% | -4.3% |
| 3M | +18.2% | +14.2% | +4.0% | +9.9% |
| 6M | +3.7% | +0.6% | +3.1% | +1.8% |
| YTD | -13.9% | -13.6% | -0.3% | -9.5% |
| 1Y | -8.2% | -26.2% | +18.1% | +4.7% |
| 3Y | +91.4% | -4.7% | +96.1% | +73.2% |
| All | +39.5% | +5.0% | +34.5% | +15.5% |
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