+18.4%
BROS vs BNS
+95.9%
-77.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -4.0% |
| 7D | -6.1% | -2.2% | -3.9% | -4.5% |
| 30D | -12.4% | +4.5% | -16.8% | -15.7% |
| 3M | -27.9% | +14.9% | -42.8% | -35.9% |
| 6M | -16.8% | +32.5% | -49.3% | -33.9% |
| YTD | -29.0% | +28.6% | -57.7% | -42.5% |
| 1Y | -33.2% | +48.4% | -81.6% | -51.9% |
| 3Y | +56.8% | +130.8% | -74.0% | -21.3% |
| All | +18.4% | +95.9% | -77.4% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling