-9.9%
LOW vs BNS
+130.5%
-140.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -8.9% | +3.5% | -12.3% | -10.3% |
| 3M | -10.4% | +14.1% | -24.5% | -16.1% |
| 6M | -19.4% | +33.8% | -53.2% | -30.1% |
| YTD | -17.1% | +29.5% | -46.6% | -27.3% |
| 1Y | -26.3% | +48.4% | -74.7% | -39.6% |
| 3Y | -9.9% | +129.6% | -139.5% | -42.5% |
| All | -9.9% | +130.5% | -140.4% | -42.5% |
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 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