+15.3%
ES vs BNS
+46.9%
-31.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -1.0% | +4.0% | -5.0% | -1.6% |
| 3M | +1.5% | +13.8% | -12.3% | -1.6% |
| 6M | -3.5% | +32.7% | -36.2% | -9.9% |
| YTD | +7.0% | +27.6% | -20.6% | -0.6% |
| 1Y | +15.3% | +47.4% | -32.1% | +4.9% |
| All | +15.3% | +46.9% | -31.6% | +4.9% |
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