+45.5%
C vs BNS
+48.3%
-2.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +0.3% | -2.2% | +2.5% | +2.0% |
| 30D | +2.0% | +4.5% | -2.5% | -1.4% |
| 3M | +4.4% | +14.9% | -10.5% | -7.4% |
| 6M | +28.3% | +32.5% | -4.1% | -0.6% |
| YTD | +20.5% | +28.6% | -8.1% | -3.4% |
| 1Y | +45.5% | +48.4% | -2.8% | +5.4% |
| All | +45.5% | +48.3% | -2.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling