+107.9%
F vs BNS
+1,492.9%
-1,385.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.3% |
| 7D | +5.3% | +1.5% | +3.8% | +4.1% |
| 30D | +4.6% | +6.0% | -1.4% | -0.3% |
| 3M | -3.7% | +16.3% | -20.0% | -14.6% |
| 6M | +16.8% | +28.8% | -11.9% | -4.1% |
| YTD | +15.3% | +30.0% | -14.7% | -6.1% |
| 1Y | +31.0% | +50.7% | -19.7% | -4.7% |
| 3Y | +45.4% | +125.4% | -79.9% | -22.8% |
| 5Y | +54.7% | +94.2% | -39.6% | -7.3% |
| 10Y | +98.2% | +182.8% | -84.6% | -10.7% |
| All | +107.9% | +1,492.9% | -1,385.0% | -76.3% |
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