+481.5%
EXC vs BNS
+1,492.9%
-1,011.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +0.3% | +1.5% | -1.3% | -0.4% |
| 30D | -3.7% | +6.0% | -9.7% | -6.2% |
| 3M | -1.3% | +16.3% | -17.6% | -7.7% |
| 6M | -9.7% | +28.8% | -38.5% | -19.3% |
| YTD | +2.9% | +30.0% | -27.1% | -8.6% |
| 1Y | +4.4% | +50.7% | -46.3% | -13.0% |
| 3Y | +22.2% | +125.4% | -103.2% | -15.2% |
| 5Y | +46.7% | +94.2% | -47.5% | +7.1% |
| 10Y | +155.3% | +182.8% | -27.5% | +54.6% |
| All | +481.5% | +1,492.9% | -1,011.5% | +55.4% |
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