-8.2%
BA vs BNS
+48.1%
-56.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +2.5% | +1.8% | +0.7% | +1.4% |
| 30D | -10.1% | +4.5% | -14.6% | -12.4% |
| 3M | -2.4% | +15.8% | -18.2% | -11.1% |
| 6M | -8.8% | +31.5% | -40.3% | -24.5% |
| YTD | -2.9% | +28.6% | -31.6% | -19.6% |
| All | -8.2% | +48.1% | -56.3% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling