+651.0%
BIDU vs BNS
+596.1%
+54.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -2.4% | -1.3% | -1.2% | -1.6% |
| 30D | -16.0% | +4.0% | -20.0% | -18.4% |
| 3M | -24.0% | +13.8% | -37.8% | -31.0% |
| 6M | -24.9% | +32.7% | -57.5% | -38.6% |
| YTD | -29.6% | +27.6% | -57.2% | -40.9% |
| 1Y | -15.2% | +47.4% | -62.6% | -35.6% |
| 3Y | -32.2% | +129.0% | -161.1% | -62.5% |
| 5Y | -43.8% | +92.7% | -136.5% | -64.6% |
| 10Y | -49.5% | +182.1% | -231.5% | -76.6% |
| All | +651.0% | +596.1% | +54.9% | +143.8% |
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