-0.3%
BA vs BNS
+94.5%
-94.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +2.5% | +1.8% | +0.7% | +1.2% |
| 30D | -10.1% | +4.5% | -14.6% | -12.9% |
| 3M | -2.4% | +15.8% | -18.2% | -11.8% |
| 6M | -8.8% | +31.5% | -40.3% | -24.4% |
| YTD | -2.9% | +28.6% | -31.6% | -18.6% |
| 1Y | -8.8% | +48.2% | -57.0% | -30.4% |
| 3Y | -0.3% | +130.8% | -131.1% | -44.5% |
| 5Y | -0.3% | +94.9% | -95.2% | -33.8% |
| All | -0.3% | +94.5% | -94.8% | -33.8% |
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