+46.8%
IR vs BNS
+81.7%
-34.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +4.2% | +1.0% | +3.3% | +3.6% |
| 30D | +8.1% | +2.7% | +5.3% | +6.0% |
| 3M | +0.7% | +3.5% | -2.8% | -2.2% |
| 6M | +16.6% | +22.1% | -5.5% | +0.4% |
| YTD | +7.8% | +29.5% | -21.7% | -11.1% |
| 1Y | +9.9% | +40.7% | -30.8% | -14.4% |
| 3Y | +25.2% | +148.6% | -123.4% | -36.5% |
| 5Y | +46.8% | +79.6% | -32.9% | -0.6% |
| All | +46.8% | +81.7% | -34.9% | -0.6% |
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