+17.2%
ES vs BNS
+50.5%
-33.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +0.3% | +1.5% | -1.3% | +0.1% |
| 30D | -2.0% | +6.0% | -7.9% | -2.7% |
| 3M | +1.7% | +16.3% | -14.7% | -1.7% |
| 6M | -3.5% | +27.3% | -30.9% | -9.2% |
| YTD | +7.9% | +28.5% | -20.6% | +0.5% |
| 1Y | +17.2% | +49.0% | -31.8% | +8.9% |
| All | +17.2% | +50.5% | -33.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling