+32.1%
ES vs BNS
+130.3%
-98.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.0% |
| 7D | +1.4% | +1.8% | -0.4% | +0.7% |
| 30D | -1.2% | +4.5% | -5.7% | -2.9% |
| 3M | +5.0% | +15.8% | -10.8% | -1.6% |
| 6M | -2.8% | +31.5% | -34.3% | -13.9% |
| YTD | +8.6% | +28.6% | -20.0% | -3.3% |
| 1Y | +18.9% | +48.2% | -29.3% | -1.1% |
| 3Y | +32.1% | +130.8% | -98.7% | -12.3% |
| All | +32.1% | +130.3% | -98.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling