+1,008.9%
BE vs BNS
+141.2%
+867.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.7% | +10.8% |
| 7D | +29.8% | +1.8% | +28.0% | +27.0% |
| 30D | +26.4% | +4.5% | +21.9% | +20.2% |
| 3M | +9.3% | +15.8% | -6.5% | -6.7% |
| 6M | +105.1% | +31.5% | +73.6% | +51.7% |
| YTD | +219.0% | +28.6% | +190.4% | +143.0% |
| 1Y | +418.8% | +48.2% | +370.6% | +240.5% |
| 3Y | +1,784.6% | +130.8% | +1,653.8% | +671.5% |
| 5Y | +1,251.0% | +94.9% | +1,156.1% | +567.1% |
| All | +1,008.9% | +141.2% | +867.7% | +273.4% |
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