+37.2%
M vs BNS
+52.0%
-14.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.0% | +4.7% | +6.2% |
| 7D | +8.3% | +2.0% | +6.3% | +7.3% |
| 30D | +14.2% | +7.8% | +6.4% | +10.5% |
| 3M | -1.1% | +11.7% | -12.8% | -6.2% |
| 6M | +36.6% | +28.2% | +8.4% | +17.7% |
| YTD | +19.8% | +34.8% | -15.0% | -1.1% |
| 1Y | +37.2% | +51.1% | -13.9% | +2.5% |
| All | +37.2% | +52.0% | -14.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling