-42.6%
C vs BNS
+1,498.6%
-1,541.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +0.8% |
| 7D | -0.4% | -3.2% | +2.8% | +3.2% |
| 30D | -5.3% | +5.1% | -10.4% | -10.4% |
| 3M | -8.0% | +6.0% | -14.0% | -14.3% |
| 6M | -0.3% | +23.4% | -23.6% | -21.4% |
| YTD | +8.6% | +30.4% | -21.8% | -19.6% |
| 1Y | +25.8% | +44.0% | -18.1% | -16.5% |
| 3Y | +221.2% | +150.3% | +70.8% | +13.2% |
| 5Y | +113.6% | +83.0% | +30.5% | +3.9% |
| 10Y | +218.3% | +190.9% | +27.4% | -6.4% |
| All | -42.6% | +1,498.6% | -1,541.2% | -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