+193.5%
BNS vs JAAA
+29.3%
+164.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +4.5% | +0.4% | +4.0% | +4.1% |
| 3M | +14.9% | +1.2% | +13.7% | +13.6% |
| 6M | +32.5% | +2.7% | +29.8% | +29.2% |
| YTD | +28.6% | +3.2% | +25.4% | +24.9% |
| 1Y | +48.4% | +4.8% | +43.5% | +42.1% |
| 3Y | +130.8% | +19.0% | +111.8% | +106.1% |
| 5Y | +94.8% | +26.8% | +68.0% | +67.3% |
| All | +193.5% | +29.3% | +164.2% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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