+136.4%
BAC vs BNS
+127.2%
+9.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | +0.6% | -1.3% | +1.9% | +1.4% |
| 30D | -1.4% | +4.0% | -5.4% | -3.9% |
| 3M | +15.7% | +13.8% | +2.0% | +6.4% |
| 6M | +32.2% | +32.7% | -0.5% | +10.2% |
| YTD | +15.8% | +27.6% | -11.8% | -1.2% |
| 1Y | +27.3% | +47.4% | -20.1% | -1.0% |
| All | +136.4% | +127.2% | +9.3% | +31.6% |
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