+129.6%
BNS vs RJF
+69.0%
+60.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | -2.7% | +2.3% | +0.3% |
| 30D | +3.5% | -4.3% | +7.7% | +4.6% |
| 3M | +14.1% | +15.7% | -1.7% | +9.9% |
| 6M | +33.8% | +17.8% | +16.0% | +28.1% |
| YTD | +29.5% | +9.2% | +20.3% | +25.8% |
| 1Y | +48.4% | +2.8% | +45.6% | +46.3% |
| 3Y | +129.6% | +69.5% | +60.1% | +83.0% |
| All | +129.6% | +69.0% | +60.6% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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