+3.4%
EXC vs BNS
+50.5%
-47.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.1% |
| 7D | -0.7% | +1.5% | -2.2% | -0.5% |
| 30D | -4.6% | +6.0% | -10.6% | -3.9% |
| 3M | -2.2% | +16.3% | -18.6% | -0.6% |
| 6M | -10.6% | +27.3% | -37.9% | -8.6% |
| YTD | +1.9% | +28.5% | -26.6% | +3.5% |
| 1Y | +3.4% | +49.0% | -45.6% | +7.0% |
| All | +3.4% | +50.5% | -47.1% | +7.0% |
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