+45.4%
NU vs BROS
-15.2%
+60.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.1% |
| 7D | -4.2% | -6.1% | +1.8% | -2.5% |
| 30D | +10.0% | -12.4% | +22.4% | +14.2% |
| 3M | +29.3% | -27.9% | +57.2% | +40.1% |
| 6M | +0.9% | -16.8% | +17.7% | +4.2% |
| YTD | -10.3% | -29.0% | +18.8% | -3.7% |
| 1Y | -3.2% | -33.2% | +30.0% | +5.0% |
| 3Y | +120.6% | +56.8% | +63.8% | +64.7% |
| All | +45.4% | -15.2% | +60.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling