+1,456.7%
BNS vs RJF
+2,510.2%
-1,053.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +4.0% | -2.0% | +6.0% | +4.7% |
| 3M | +13.8% | +16.3% | -2.5% | +7.5% |
| 6M | +32.7% | +16.9% | +15.8% | +24.8% |
| YTD | +27.6% | +10.4% | +17.2% | +22.0% |
| 1Y | +47.4% | +7.4% | +40.0% | +42.0% |
| 3Y | +129.0% | +72.2% | +56.8% | +81.5% |
| 5Y | +92.7% | +105.1% | -12.4% | +40.3% |
| 10Y | +182.1% | +430.9% | -248.8% | +39.8% |
| All | +1,456.7% | +2,510.2% | -1,053.5% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling