+39.1%
BP vs BNS
+127.2%
-88.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.1% |
| 30D | +7.8% | +4.0% | +3.8% | +7.3% |
| 3M | +8.4% | +13.8% | -5.4% | +6.2% |
| 6M | +15.1% | +32.7% | -17.6% | +9.1% |
| YTD | +36.4% | +27.6% | +8.8% | +30.6% |
| 1Y | +40.9% | +47.4% | -6.5% | +29.3% |
| All | +39.1% | +127.2% | -88.1% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling