+212.3%
B vs BNS
+1,492.9%
-1,280.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | +9.4% | +6.0% | +3.5% | +7.2% |
| 3M | +5.0% | +16.3% | -11.4% | -0.4% |
| 6M | -3.5% | +28.8% | -32.3% | -11.5% |
| YTD | +4.5% | +30.0% | -25.5% | -4.4% |
| 1Y | +67.8% | +50.7% | +17.1% | +46.1% |
| 3Y | +196.7% | +125.4% | +71.3% | +125.3% |
| 5Y | +151.9% | +94.2% | +57.7% | +98.7% |
| 10Y | +202.2% | +182.8% | +19.3% | +101.9% |
| All | +212.3% | +1,492.9% | -1,280.6% | +7.5% |
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 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