+96.8%
META vs BNS
+149.7%
-52.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +5.2% | +0.9% | +4.2% | +4.7% |
| 30D | -13.0% | +2.8% | -15.8% | -14.1% |
| 3M | +7.9% | +3.0% | +4.9% | +6.4% |
| 6M | +4.2% | +23.3% | -19.0% | -5.7% |
| YTD | -2.5% | +29.3% | -31.9% | -14.3% |
| 1Y | +5.6% | +41.7% | -36.1% | -10.2% |
| 3Y | +96.8% | +147.7% | -50.9% | +43.0% |
| All | +96.8% | +149.7% | -52.9% | +43.0% |
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