+120.3%
M vs BNS
+1,492.9%
-1,372.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +3.5% |
| 7D | +4.7% | +1.5% | +3.2% | +3.4% |
| 30D | -9.6% | +6.0% | -15.6% | -14.2% |
| 3M | +0.9% | +16.3% | -15.5% | -11.2% |
| 6M | +22.3% | +28.8% | -6.5% | -0.8% |
| YTD | +6.5% | +30.0% | -23.4% | -14.4% |
| 1Y | +38.8% | +50.7% | -11.9% | -0.6% |
| 3Y | +115.9% | +125.4% | -9.5% | +12.1% |
| 5Y | +28.6% | +94.2% | -65.6% | -23.9% |
| 10Y | -2.5% | +182.8% | -185.4% | -55.1% |
| All | +120.3% | +1,492.9% | -1,372.7% | -68.1% |
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