+27.0%
BROS vs BNS
+97.9%
-71.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.6% |
| 7D | -6.7% | +1.5% | -8.2% | -7.8% |
| 30D | -29.1% | +6.0% | -35.0% | -32.5% |
| 3M | -16.7% | +16.3% | -33.0% | -26.6% |
| 6M | -11.6% | +28.8% | -40.4% | -28.3% |
| YTD | -23.9% | +30.0% | -53.9% | -38.9% |
| 1Y | -34.8% | +50.7% | -85.5% | -53.6% |
| 3Y | +62.1% | +125.4% | -63.3% | -17.0% |
| All | +27.0% | +97.9% | -71.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling