-36.7%
C vs BNS
+1,492.9%
-1,529.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +1.0% |
| 7D | +3.6% | +1.5% | +2.1% | +1.9% |
| 30D | +0.1% | +6.0% | -5.9% | -6.5% |
| 3M | +2.4% | +16.3% | -13.9% | -13.7% |
| 6M | +24.9% | +28.8% | -3.8% | -5.9% |
| YTD | +19.8% | +30.0% | -10.2% | -10.7% |
| 1Y | +44.9% | +50.7% | -5.8% | -8.3% |
| 3Y | +263.0% | +125.4% | +137.6% | +43.4% |
| 5Y | +129.5% | +94.2% | +35.3% | +4.6% |
| 10Y | +291.6% | +182.8% | +108.8% | +18.8% |
| All | -36.7% | +1,492.9% | -1,529.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling