+470.6%
D vs BNS
+1,492.9%
-1,022.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | +1.5% | +1.5% | -0.1% | +0.9% |
| 30D | -2.6% | +6.0% | -8.5% | -4.6% |
| 3M | 0.0% | +16.3% | -16.3% | -5.2% |
| 6M | +7.4% | +28.8% | -21.4% | -1.7% |
| YTD | +15.9% | +30.0% | -14.1% | +5.6% |
| 1Y | +18.1% | +50.7% | -32.6% | +2.4% |
| 3Y | +58.4% | +125.4% | -67.0% | +19.2% |
| 5Y | +5.2% | +94.2% | -89.0% | -17.7% |
| 10Y | +35.9% | +182.8% | -147.0% | -9.3% |
| All | +470.6% | +1,492.9% | -1,022.3% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling