-1.8%
BA vs BNS
+130.6%
-132.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.5% |
| 7D | +1.2% | +1.5% | -0.4% | +0.3% |
| 30D | -11.6% | +6.0% | -17.6% | -14.6% |
| 3M | -2.4% | +16.3% | -18.7% | -10.5% |
| 6M | -6.6% | +28.8% | -35.4% | -19.4% |
| YTD | -2.2% | +30.0% | -32.2% | -16.3% |
| 1Y | -8.0% | +50.7% | -58.7% | -27.4% |
| All | -1.8% | +130.6% | -132.4% | -38.7% |
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