+4,517.5%
DE vs BNS
+1,463.9%
+3,053.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.2% |
| 30D | +11.1% | +4.0% | +7.1% | +7.8% |
| 3M | +17.6% | +13.8% | +3.8% | +7.4% |
| 6M | +13.6% | +32.7% | -19.1% | -6.4% |
| YTD | +46.3% | +27.6% | +18.7% | +23.3% |
| 1Y | +44.2% | +47.4% | -3.2% | +10.1% |
| 3Y | +76.6% | +129.0% | -52.4% | -1.2% |
| 5Y | +98.2% | +92.7% | +5.5% | +23.3% |
| 10Y | +863.5% | +182.1% | +681.4% | +354.6% |
| All | +4,517.5% | +1,463.9% | +3,053.6% | +657.7% |
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