+941.0%
A vs BNS
+1,476.3%
-535.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.0% |
| 7D | -2.1% | +1.8% | -3.9% | -3.2% |
| 30D | +0.6% | +4.5% | -3.9% | -2.4% |
| 3M | +10.9% | +15.8% | -4.9% | +0.7% |
| 6M | +28.2% | +31.5% | -3.3% | +7.3% |
| YTD | +8.6% | +28.6% | -20.0% | -8.2% |
| 1Y | +15.5% | +48.2% | -32.7% | -10.7% |
| 3Y | +31.8% | +130.8% | -99.0% | -23.6% |
| 5Y | -14.9% | +94.9% | -109.8% | -45.8% |
| 10Y | +237.8% | +179.6% | +58.2% | +62.5% |
| All | +941.0% | +1,476.3% | -535.3% | +13.1% |
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