+643.5%
BA vs BNS
+1,492.9%
-849.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.6% |
| 7D | +1.2% | +1.5% | -0.4% | +0.1% |
| 30D | -11.6% | +6.0% | -17.6% | -15.2% |
| 3M | -2.4% | +16.3% | -18.7% | -12.0% |
| 6M | -6.6% | +28.8% | -35.4% | -21.3% |
| YTD | -2.2% | +30.0% | -32.2% | -18.3% |
| 1Y | -8.0% | +50.7% | -58.7% | -30.3% |
| 3Y | -5.0% | +125.4% | -130.4% | -45.6% |
| 5Y | -2.7% | +94.2% | -96.9% | -38.6% |
| 10Y | +75.9% | +182.8% | -106.9% | -8.0% |
| All | +643.5% | +1,492.9% | -849.5% | +88.1% |
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