+753.9%
ES vs BNS
+1,492.9%
-739.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +0.3% | +1.5% | -1.3% | -0.2% |
| 30D | -2.0% | +6.0% | -7.9% | -3.9% |
| 3M | +1.7% | +16.3% | -14.7% | -3.5% |
| 6M | -3.5% | +28.8% | -32.3% | -11.5% |
| YTD | +7.9% | +30.0% | -22.1% | -1.5% |
| 1Y | +17.2% | +50.7% | -33.5% | +1.9% |
| 3Y | +29.3% | +125.4% | -96.1% | -1.8% |
| 5Y | -5.7% | +94.2% | -100.0% | -25.7% |
| 10Y | +85.2% | +182.8% | -97.6% | +25.1% |
| All | +753.9% | +1,492.9% | -739.0% | +163.7% |
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