+1.9%
META vs BNS
+44.0%
-42.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +3.9% |
| 7D | +5.7% | -0.8% | +6.5% | +6.3% |
| 30D | -10.8% | +5.5% | -16.3% | -13.8% |
| 3M | +8.4% | +6.0% | +2.4% | +4.2% |
| 6M | +5.4% | +22.6% | -17.2% | -9.8% |
| YTD | -2.6% | +30.5% | -33.0% | -22.7% |
| All | +1.9% | +44.0% | -42.1% | -22.5% |
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