+3,966.9%
BN vs BNS
+1,476.3%
+2,490.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.5% | -1.8% |
| 7D | -1.2% | +1.8% | -3.0% | -2.6% |
| 30D | -10.9% | +4.5% | -15.4% | -14.3% |
| 3M | -11.1% | +15.8% | -26.9% | -21.3% |
| 6M | -4.4% | +31.5% | -35.8% | -23.4% |
| YTD | -14.1% | +28.6% | -42.7% | -30.1% |
| 1Y | -11.1% | +48.2% | -59.2% | -35.3% |
| 3Y | +75.6% | +130.8% | -55.2% | -10.0% |
| 5Y | +35.8% | +94.9% | -59.1% | -19.8% |
| 10Y | +261.6% | +179.6% | +82.0% | +62.4% |
| All | +3,966.9% | +1,476.3% | +2,490.6% | +561.1% |
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