-27.6%
BB vs BNS
+92.5%
-120.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.4% |
| 7D | -2.1% | -2.2% | +0.1% | -0.1% |
| 30D | -16.0% | +4.5% | -20.5% | -19.9% |
| 3M | -14.5% | +14.9% | -29.4% | -25.3% |
| 6M | +118.6% | +32.5% | +86.1% | +66.7% |
| YTD | +98.9% | +28.6% | +70.3% | +55.3% |
| 1Y | +99.5% | +48.4% | +51.1% | +35.0% |
| 3Y | +65.4% | +130.8% | -65.4% | -29.1% |
| 5Y | -27.6% | +94.8% | -122.4% | -65.5% |
| All | -27.6% | +92.5% | -120.2% | -65.5% |
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