+136.0%
GOOG vs BNS
+94.7%
+41.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.2% |
| 7D | 0.0% | -0.4% | +0.4% | +0.3% |
| 30D | -2.0% | +3.5% | -5.4% | -3.9% |
| 3M | -5.9% | +14.1% | -19.9% | -12.8% |
| 6M | +8.9% | +33.8% | -24.9% | -7.9% |
| YTD | +7.1% | +29.5% | -22.3% | -7.9% |
| 1Y | +39.7% | +48.4% | -8.7% | +11.1% |
| 3Y | +145.8% | +129.6% | +16.2% | +49.6% |
| All | +136.0% | +94.7% | +41.4% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling