+48.8%
NU vs BROS
-9.0%
+57.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +7.5% | -6.7% | +14.2% | +9.5% |
| 30D | +6.1% | -29.1% | +35.2% | +16.3% |
| 3M | +26.8% | -16.7% | +43.5% | +31.8% |
| 6M | +2.5% | -11.6% | +14.1% | +3.9% |
| YTD | -8.2% | -23.9% | +15.7% | -3.4% |
| 1Y | +3.4% | -34.8% | +38.2% | +12.9% |
| 3Y | +116.2% | +62.1% | +54.1% | +60.4% |
| All | +48.8% | -9.0% | +57.8% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling