+94.8%
BN vs BNS
+149.7%
-54.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -1.0% | +0.9% | -1.9% | -1.7% |
| 30D | +14.0% | +2.8% | +11.2% | +11.6% |
| 3M | -9.0% | +3.0% | -12.0% | -11.4% |
| 6M | -8.8% | +23.3% | -32.1% | -24.6% |
| YTD | -10.3% | +29.3% | -39.6% | -29.0% |
| 1Y | -5.8% | +41.7% | -47.5% | -31.5% |
| 3Y | +94.8% | +147.7% | -53.0% | -12.0% |
| All | +94.8% | +149.7% | -54.9% | -12.0% |
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