+20.5%
M vs BNS
+93.4%
-72.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.5% |
| 7D | -4.1% | -1.3% | -2.8% | -3.0% |
| 30D | -13.6% | +4.0% | -17.6% | -17.2% |
| 3M | -2.3% | +13.8% | -16.1% | -14.1% |
| 6M | +21.9% | +32.7% | -10.8% | -7.6% |
| YTD | -0.6% | +27.6% | -28.2% | -22.1% |
| 1Y | +29.7% | +47.4% | -17.7% | -11.5% |
| 3Y | +107.3% | +129.0% | -21.7% | -9.5% |
| 5Y | +20.5% | +92.7% | -72.2% | -32.4% |
| All | +20.5% | +93.4% | -72.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling