+414.9%
COMP vs BNS
+150.0%
+264.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.3% |
| 7D | +8.9% | +1.0% | +7.9% | +7.8% |
| 30D | +14.0% | +2.7% | +11.2% | +11.3% |
| 3M | -21.1% | +3.5% | -24.6% | -23.9% |
| 6M | +20.1% | +22.1% | -2.0% | -4.5% |
| YTD | -5.0% | +29.5% | -34.5% | -28.5% |
| 1Y | +5.7% | +40.7% | -35.0% | -27.2% |
| All | +414.9% | +150.0% | +264.9% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling