+158.6%
M vs BNS
+148.3%
+10.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | +5.0% | -1.1% | +6.1% | +6.2% |
| 30D | +10.6% | +4.7% | +5.9% | +7.3% |
| 3M | +1.6% | +5.5% | -3.9% | -2.7% |
| 6M | +30.8% | +21.7% | +9.2% | +10.7% |
| YTD | +16.9% | +29.5% | -12.6% | -6.7% |
| 1Y | +26.3% | +41.9% | -15.6% | -7.4% |
| 3Y | +158.6% | +148.5% | +10.1% | +11.8% |
| All | +158.6% | +148.3% | +10.3% | +11.8% |
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