-33.8%
BIDU vs BNS
+130.5%
-164.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | -12.8% | +3.5% | -16.3% | -14.7% |
| 3M | -21.3% | +14.1% | -35.3% | -28.2% |
| 6M | -27.0% | +33.8% | -60.7% | -40.1% |
| YTD | -30.0% | +29.5% | -59.5% | -41.4% |
| 1Y | -18.3% | +48.4% | -66.7% | -37.3% |
| 3Y | -33.8% | +129.6% | -163.4% | -61.2% |
| All | -33.8% | +130.5% | -164.3% | -61.2% |
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