+41.5%
NU vs BROS
-14.3%
+55.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.0% |
| 7D | -4.9% | -5.8% | +0.9% | -3.3% |
| 30D | +7.8% | -14.0% | +21.8% | +12.5% |
| 3M | +20.9% | -32.5% | +53.4% | +33.6% |
| 6M | +0.9% | -14.9% | +15.8% | +3.5% |
| YTD | -12.7% | -28.3% | +15.6% | -6.6% |
| 1Y | -6.4% | -34.0% | +27.6% | +1.9% |
| 3Y | +98.1% | +63.0% | +35.1% | +46.0% |
| All | +41.5% | -14.3% | +55.8% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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