-46.7%
COMP vs BNS
+95.7%
-142.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -1.9% |
| 7D | +4.1% | +1.8% | +2.3% | +1.7% |
| 30D | -14.5% | +4.5% | -19.0% | -20.0% |
| 3M | +41.8% | +15.8% | +26.0% | +15.5% |
| 6M | +23.6% | +31.5% | -7.9% | -14.4% |
| YTD | +1.7% | +28.6% | -26.9% | -27.3% |
| 1Y | +12.6% | +48.2% | -35.6% | -33.8% |
| 3Y | +221.9% | +130.8% | +91.1% | -0.7% |
| 5Y | -28.1% | +94.9% | -123.0% | -68.6% |
| All | -46.7% | +95.7% | -142.4% | -77.5% |
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