+112.8%
BP vs BNS
+78.5%
+34.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +0.9% | +2.9% | +3.5% |
| 30D | -5.3% | +2.8% | -8.1% | -6.4% |
| 3M | +9.3% | +3.0% | +6.3% | +7.5% |
| 6M | +7.2% | +23.3% | -16.0% | -2.8% |
| YTD | +38.0% | +29.3% | +8.7% | +21.8% |
| 1Y | +33.2% | +41.7% | -8.5% | +12.0% |
| 3Y | +50.3% | +147.7% | -97.4% | -10.0% |
| All | +112.8% | +78.5% | +34.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling