+745.0%
ES vs BNS
+1,498.9%
-754.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.1% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +5.7% | +5.5% | +0.2% | +3.8% |
| 3M | -2.8% | +6.0% | -8.8% | -4.9% |
| 6M | +7.0% | +22.6% | -15.6% | -0.4% |
| YTD | +6.8% | +30.5% | -23.7% | -2.8% |
| 1Y | -0.5% | +44.1% | -44.6% | -12.3% |
| 3Y | +47.2% | +150.8% | -103.6% | +7.9% |
| 5Y | +2.3% | +80.7% | -78.4% | -17.6% |
| 10Y | +85.6% | +185.2% | -99.5% | +24.9% |
| All | +745.0% | +1,498.9% | -754.0% | +160.1% |
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