-5.3%
BRO vs BNS
+52.0%
-57.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +5.0% |
| 7D | +12.4% | +2.0% | +10.4% | +12.8% |
| 30D | +21.6% | +7.8% | +13.8% | +23.3% |
| 3M | +4.3% | +11.7% | -7.3% | +7.2% |
| 6M | +29.2% | +28.2% | +0.9% | +36.3% |
| YTD | -6.4% | +34.8% | -41.1% | -1.4% |
| 1Y | -5.3% | +51.1% | -56.4% | -0.1% |
| All | -5.3% | +52.0% | -57.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling