+1,133.8%
LOW vs BNS
+1,463.9%
-330.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -0.6% | -1.3% | +0.7% | +0.1% |
| 30D | -9.3% | +4.0% | -13.3% | -11.5% |
| 3M | -8.1% | +13.8% | -21.9% | -14.8% |
| 6M | -19.8% | +32.7% | -52.4% | -31.5% |
| YTD | -16.4% | +27.6% | -44.0% | -27.2% |
| 1Y | -24.7% | +47.4% | -72.1% | -39.5% |
| 3Y | -8.8% | +129.0% | -137.8% | -42.9% |
| 5Y | +7.8% | +92.7% | -84.9% | -26.6% |
| 10Y | +233.8% | +182.1% | +51.8% | +81.6% |
| All | +1,133.8% | +1,463.9% | -330.1% | +144.6% |
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 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