+116.2%
B vs BNS
+81.8%
+34.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -2.7% | -3.2% | +0.6% | -1.1% |
| 30D | -4.3% | +5.1% | -9.4% | -6.6% |
| 3M | -2.3% | +6.0% | -8.2% | -5.1% |
| 6M | -16.2% | +23.4% | -39.6% | -24.5% |
| YTD | -8.8% | +30.4% | -39.3% | -20.0% |
| 1Y | +11.4% | +44.0% | -32.6% | -6.4% |
| 3Y | +174.3% | +150.3% | +23.9% | +80.8% |
| 5Y | +116.2% | +83.0% | +33.1% | +49.5% |
| All | +116.2% | +81.8% | +34.3% | +49.5% |
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