+19.7%
BROS vs BNS
+97.2%
-77.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | -5.8% | -0.4% | -5.4% | -5.5% |
| 30D | -14.0% | +3.5% | -17.4% | -16.6% |
| 3M | -32.5% | +14.1% | -46.6% | -39.7% |
| 6M | -14.9% | +33.8% | -48.7% | -32.9% |
| YTD | -28.3% | +29.5% | -57.7% | -42.2% |
| 1Y | -34.0% | +48.4% | -82.4% | -52.4% |
| 3Y | +63.0% | +129.6% | -66.6% | -17.8% |
| All | +19.7% | +97.2% | -77.5% | -4.8% |
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