+61.9%
D vs BNS
+130.3%
-68.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +0.8% | +1.8% | -1.0% | +0.2% |
| 30D | -0.7% | +4.5% | -5.2% | -2.2% |
| 3M | +2.1% | +15.8% | -13.7% | -3.2% |
| 6M | +6.8% | +31.5% | -24.7% | -3.3% |
| YTD | +16.5% | +28.6% | -12.1% | +6.2% |
| 1Y | +19.2% | +48.2% | -29.0% | +2.4% |
| 3Y | +61.9% | +130.8% | -68.9% | +13.6% |
| All | +61.9% | +130.3% | -68.4% | +13.6% |
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