+13,245.4%
GOOG vs BNS
+796.7%
+12,448.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -2.5% | -2.2% | -0.3% | -1.4% |
| 30D | -3.6% | +4.5% | -8.1% | -5.9% |
| 3M | -6.4% | +14.9% | -21.3% | -13.1% |
| 6M | +7.8% | +32.5% | -24.7% | -6.7% |
| YTD | +5.5% | +28.6% | -23.1% | -7.5% |
| 1Y | +38.3% | +48.4% | -10.1% | +12.8% |
| 3Y | +143.1% | +130.8% | +12.3% | +56.8% |
| 5Y | +135.0% | +94.8% | +40.2% | +64.8% |
| 10Y | +778.1% | +184.3% | +593.8% | +396.5% |
| All | +13,245.4% | +796.7% | +12,448.7% | +4,957.3% |
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