+155.9%
NUE vs BRO
+17.6%
+138.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.6% | -7.3% | +6.7% | +2.0% |
| 30D | -4.6% | -6.9% | +2.3% | -2.4% |
| 3M | -0.3% | +10.7% | -11.0% | -5.0% |
| 6M | +51.9% | -2.7% | +54.6% | +51.7% |
| YTD | +60.0% | -16.3% | +76.3% | +70.3% |
| 1Y | +82.9% | -29.1% | +112.0% | +110.1% |
| 3Y | +66.0% | -7.8% | +73.8% | +59.5% |
| All | +155.9% | +17.6% | +138.3% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling