+1,178.7%
ALL vs BNS
+1,485.2%
-306.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +5.0% | +0.9% | +4.1% | +4.4% |
| 30D | +13.3% | +2.8% | +10.6% | +11.4% |
| 3M | +3.2% | +3.0% | +0.2% | +0.9% |
| 6M | +25.3% | +23.3% | +2.1% | +9.7% |
| YTD | +30.5% | +29.3% | +1.1% | +10.2% |
| 1Y | +29.2% | +41.7% | -12.5% | +3.3% |
| 3Y | +119.1% | +147.7% | -28.6% | +23.4% |
| 5Y | +162.6% | +79.4% | +83.2% | +76.9% |
| 10Y | +378.8% | +188.5% | +190.3% | +132.9% |
| All | +1,178.7% | +1,485.2% | -306.6% | +151.9% |
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