+381.6%
COMP vs BNS
+141.7%
+239.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.8% | +10.8% |
| 7D | +13.4% | -2.2% | +15.7% | +16.8% |
| 30D | +11.1% | +5.1% | +6.0% | +5.5% |
| 3M | -18.8% | +4.7% | -23.6% | -23.0% |
| 6M | +10.5% | +19.0% | -8.5% | -9.7% |
| YTD | -3.4% | +28.2% | -31.6% | -26.5% |
| 1Y | +19.7% | +43.4% | -23.7% | -19.2% |
| 3Y | +381.6% | +143.1% | +238.5% | +72.0% |
| All | +381.6% | +141.7% | +239.9% | +72.0% |
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