+76.7%
F vs BNS
+1,486.8%
-1,410.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | +2.1% | +4.7% | -2.6% | -1.5% |
| 3M | -10.3% | +5.5% | -15.8% | -14.3% |
| 6M | +3.3% | +21.7% | -18.4% | -11.7% |
| YTD | -2.0% | +29.5% | -31.4% | -20.1% |
| 1Y | -2.3% | +41.9% | -44.2% | -25.7% |
| 3Y | +49.9% | +148.5% | -98.6% | -26.0% |
| 5Y | -12.5% | +80.3% | -92.7% | -44.6% |
| 10Y | +74.3% | +184.7% | -110.5% | -21.9% |
| All | +76.7% | +1,486.8% | -1,410.0% | -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