+44.5%
GOOG vs BNS
+50.5%
-5.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.6% |
| 7D | -2.2% | +1.5% | -3.8% | -2.8% |
| 30D | -6.9% | +6.0% | -12.8% | -9.2% |
| 3M | -9.1% | +16.3% | -25.5% | -15.9% |
| 6M | +10.6% | +27.3% | -16.7% | -4.2% |
| YTD | +7.0% | +28.5% | -21.5% | -7.6% |
| 1Y | +44.5% | +49.0% | -4.5% | +18.1% |
| All | +44.5% | +50.5% | -5.9% | +18.1% |
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