-34.8%
BROS vs BNS
+50.5%
-85.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -6.7% | +1.5% | -8.2% | -7.6% |
| 30D | -29.1% | +6.0% | -35.0% | -31.6% |
| 3M | -16.7% | +16.3% | -33.0% | -26.0% |
| 6M | -11.6% | +27.3% | -38.9% | -29.1% |
| YTD | -23.9% | +28.5% | -52.4% | -39.1% |
| 1Y | -34.8% | +49.0% | -83.8% | -56.4% |
| All | -34.8% | +50.5% | -85.3% | -56.4% |
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