+151.0%
NUE vs BROS
+33.7%
+117.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | -0.6% |
| 7D | -2.7% | -6.1% | +3.4% | -2.0% |
| 30D | -6.1% | -12.4% | +6.3% | -4.7% |
| 3M | +2.2% | -27.9% | +30.2% | +5.5% |
| 6M | +50.8% | -16.8% | +67.6% | +52.2% |
| YTD | +57.5% | -29.0% | +86.6% | +61.8% |
| 1Y | +82.5% | -33.2% | +115.7% | +88.3% |
| 3Y | +61.7% | +56.8% | +4.9% | +48.0% |
| All | +151.0% | +33.7% | +117.3% | +138.4% |
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 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