-46.5%
COMP vs BNS
+98.5%
-145.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +3.3% |
| 7D | +14.5% | -0.8% | +15.3% | +16.2% |
| 30D | +14.9% | +5.5% | +9.4% | +7.5% |
| 3M | -14.2% | +6.0% | -20.2% | -20.9% |
| 6M | +23.7% | +22.6% | +1.1% | -6.4% |
| YTD | +2.1% | +30.5% | -28.4% | -28.1% |
| 1Y | +26.2% | +44.1% | -17.9% | -22.7% |
| 3Y | +470.9% | +150.8% | +320.1% | +56.6% |
| 5Y | -14.0% | +80.7% | -94.7% | -60.4% |
| All | -46.5% | +98.5% | -145.0% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling