+252.1%
BB vs BNS
+1,476.3%
-1,224.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +3.0% |
| 7D | +0.5% | +1.8% | -1.3% | -0.9% |
| 30D | -12.4% | +4.5% | -16.9% | -15.5% |
| 3M | -15.3% | +15.8% | -31.1% | -24.1% |
| 6M | +128.8% | +31.5% | +97.3% | +86.7% |
| YTD | +107.7% | +28.6% | +79.0% | +71.8% |
| 1Y | +103.9% | +48.2% | +55.7% | +51.7% |
| 3Y | +72.6% | +130.8% | -58.2% | -7.3% |
| 5Y | -24.3% | +94.9% | -119.1% | -53.3% |
| 10Y | +3.1% | +179.6% | -176.4% | -50.9% |
| All | +252.1% | +1,476.3% | -1,224.2% | -59.1% |
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