+154.9%
NUE vs BROS
+35.1%
+119.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -0.6% | -5.8% | +5.1% | +0.1% |
| 30D | -4.6% | -14.0% | +9.4% | -3.0% |
| 3M | -0.3% | -32.5% | +32.2% | +3.7% |
| 6M | +51.9% | -14.9% | +66.8% | +53.0% |
| YTD | +60.0% | -28.3% | +88.3% | +64.2% |
| 1Y | +82.9% | -34.0% | +116.9% | +89.0% |
| 3Y | +66.0% | +63.0% | +3.0% | +51.2% |
| All | +154.9% | +35.1% | +119.8% | +141.8% |
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