-10.1%
BA vs BNS
+141.7%
-151.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | -2.2% | +3.3% | +2.3% |
| 30D | -7.9% | +5.1% | -13.0% | -10.6% |
| 3M | -25.3% | +4.7% | -30.1% | -27.5% |
| 6M | -24.6% | +19.0% | -43.6% | -32.3% |
| YTD | -20.1% | +28.2% | -48.3% | -31.7% |
| 1Y | -11.8% | +43.4% | -55.1% | -29.3% |
| 3Y | -10.1% | +143.1% | -153.2% | -44.0% |
| All | -10.1% | +141.7% | -151.9% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling