+49.0%
BNS vs ZYBT
-83.2%
+132.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | +1.5% | -6.9% | +8.5% | +1.5% |
| 30D | +6.0% | -31.8% | +37.7% | +5.9% |
| 3M | +16.3% | +94.0% | -77.6% | +19.4% |
| 6M | +27.3% | +99.0% | -71.7% | +30.6% |
| YTD | +28.5% | +40.0% | -11.5% | +31.7% |
| 1Y | +49.0% | -79.5% | +128.5% | +52.9% |
| All | +49.0% | -83.2% | +132.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling