+285.2%
BRO vs BNS
+188.9%
+96.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -7.3% | -0.4% | -6.9% | -7.2% |
| 30D | -6.9% | +3.5% | -10.3% | -8.4% |
| 3M | +10.7% | +14.1% | -3.4% | +4.1% |
| 6M | -2.7% | +33.8% | -36.5% | -15.0% |
| YTD | -16.3% | +29.5% | -45.8% | -26.1% |
| 1Y | -29.1% | +48.4% | -77.5% | -41.3% |
| 3Y | -7.8% | +129.6% | -137.4% | -38.9% |
| 5Y | +18.7% | +96.1% | -77.3% | -15.4% |
| All | +285.2% | +188.9% | +96.3% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling