-11.5%
A vs BNS
+94.7%
-106.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -0.9% | +3.5% | -4.3% | -2.9% |
| 3M | +13.6% | +14.1% | -0.4% | +5.4% |
| 6M | +27.8% | +33.8% | -5.9% | +8.3% |
| YTD | +8.6% | +29.5% | -20.8% | -6.7% |
| 1Y | +16.9% | +48.4% | -31.5% | -7.5% |
| 3Y | +32.9% | +129.6% | -96.7% | -19.7% |
| All | -11.5% | +94.7% | -106.2% | -37.8% |
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 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