-34.0%
BROS vs BNS
+49.3%
-83.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -5.8% | -0.4% | -5.4% | -5.5% |
| 30D | -14.0% | +3.5% | -17.4% | -15.6% |
| 3M | -32.5% | +14.1% | -46.6% | -39.1% |
| 6M | -14.9% | +33.8% | -48.7% | -33.5% |
| YTD | -28.3% | +29.5% | -57.7% | -43.0% |
| 1Y | -34.0% | +48.4% | -82.4% | -55.8% |
| All | -34.0% | +49.3% | -83.3% | -55.8% |
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 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