-43.5%
C vs BNS
+1,486.8%
-1,530.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +1.1% |
| 7D | -0.4% | -1.1% | +0.7% | +0.8% |
| 30D | -5.2% | +4.7% | -9.9% | -9.9% |
| 3M | -9.1% | +5.5% | -14.6% | -14.9% |
| 6M | -1.6% | +21.7% | -23.2% | -21.3% |
| YTD | +6.9% | +29.5% | -22.5% | -20.2% |
| 1Y | +23.0% | +41.9% | -18.9% | -17.1% |
| 3Y | +216.1% | +148.5% | +67.7% | +12.3% |
| 5Y | +112.2% | +80.3% | +32.0% | +5.0% |
| 10Y | +208.8% | +184.7% | +24.1% | -7.0% |
| All | -43.5% | +1,486.8% | -1,530.3% | -96.9% |
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 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