+78.0%
F vs BNS
+1,498.9%
-1,420.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.7% |
| 7D | -0.6% | -0.8% | +0.1% | -0.2% |
| 30D | +2.9% | +5.5% | -2.7% | -1.3% |
| 3M | -9.5% | +6.0% | -15.5% | -13.8% |
| 6M | +4.0% | +22.6% | -18.6% | -11.5% |
| YTD | -1.3% | +30.5% | -31.7% | -20.0% |
| 1Y | -1.9% | +44.1% | -46.1% | -26.4% |
| 3Y | +53.5% | +150.8% | -97.3% | -24.7% |
| 5Y | -15.1% | +80.7% | -95.8% | -46.4% |
| 10Y | +81.0% | +185.2% | -104.2% | -19.0% |
| All | +78.0% | +1,498.9% | -1,420.9% | -79.8% |
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