+507.4%
BA vs BNS
+1,470.7%
-963.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.1% | -2.2% | +3.3% | +2.5% |
| 30D | -7.9% | +5.1% | -13.0% | -11.0% |
| 3M | -25.3% | +4.7% | -30.1% | -27.9% |
| 6M | -24.6% | +19.0% | -43.6% | -33.2% |
| YTD | -20.1% | +28.2% | -48.3% | -32.8% |
| 1Y | -11.8% | +43.4% | -55.1% | -31.0% |
| 3Y | -10.1% | +143.1% | -153.2% | -51.0% |
| 5Y | -22.7% | +77.3% | -100.1% | -48.3% |
| 10Y | +35.1% | +183.5% | -148.4% | -29.4% |
| All | +507.4% | +1,470.7% | -963.3% | +54.7% |
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 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