+757.7%
ES vs BNS
+1,498.6%
-740.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.1% | -3.2% | +3.3% | +1.1% |
| 30D | +6.7% | +5.1% | +1.6% | +4.9% |
| 3M | +0.3% | +6.0% | -5.6% | -1.9% |
| 6M | +7.4% | +23.4% | -15.9% | -0.2% |
| YTD | +8.4% | +30.4% | -22.0% | -1.3% |
| 1Y | +0.6% | +44.0% | -43.3% | -11.3% |
| 3Y | +50.6% | +150.3% | -99.7% | +10.4% |
| 5Y | +4.8% | +83.0% | -78.2% | -15.9% |
| 10Y | +93.1% | +190.9% | -97.8% | +29.1% |
| All | +757.7% | +1,498.6% | -740.9% | +164.1% |
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