-48.8%
IT vs BNS
+130.5%
-179.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | +0.1% | +3.5% | -3.4% | -0.2% |
| 3M | +20.7% | +14.1% | +6.6% | +17.2% |
| 6M | +12.0% | +33.8% | -21.8% | +3.0% |
| YTD | -28.8% | +29.5% | -58.3% | -33.8% |
| 1Y | -25.5% | +48.4% | -73.9% | -35.1% |
| 3Y | -48.8% | +129.6% | -178.3% | -63.9% |
| All | -48.8% | +130.5% | -179.2% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling