+4,150.7%
BN vs BNS
+1,485.2%
+2,665.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 6M | -8.8% | +23.3% | -32.1% | -23.3% |
| YTD | -10.3% | +29.3% | -39.6% | -27.3% |
| 1Y | -5.8% | +41.7% | -47.5% | -29.1% |
| 3Y | +94.8% | +147.7% | -53.0% | -5.7% |
| 5Y | +31.5% | +79.4% | -47.9% | -17.4% |
| 10Y | +291.9% | +188.5% | +103.4% | +71.9% |
| All | +4,150.7% | +1,485.2% | +2,665.5% | +587.6% |
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