+492.5%
D vs BNS
+1,486.8%
-994.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.4% | -1.1% | +3.5% | +2.7% |
| 30D | +10.9% | +4.7% | +6.2% | +9.1% |
| 3M | +2.8% | +5.5% | -2.7% | +0.8% |
| 6M | +12.7% | +21.7% | -9.0% | +5.1% |
| YTD | +20.3% | +29.5% | -9.1% | +9.7% |
| 1Y | +17.1% | +41.9% | -24.8% | +3.5% |
| 3Y | +75.1% | +148.5% | -73.4% | +27.4% |
| 5Y | +13.1% | +80.3% | -67.1% | -9.4% |
| 10Y | +48.3% | +184.7% | -136.4% | -1.4% |
| All | +492.5% | +1,486.8% | -994.2% | +60.3% |
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