+95.1%
META vs BNS
+141.7%
-46.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -2.2% | +1.4% | +0.3% |
| 30D | -15.4% | +5.1% | -20.5% | -17.4% |
| 3M | +3.5% | +4.7% | -1.2% | +1.2% |
| 6M | -0.3% | +19.0% | -19.3% | -8.3% |
| YTD | -7.3% | +28.2% | -35.5% | -18.1% |
| 1Y | -1.1% | +43.4% | -44.5% | -16.1% |
| 3Y | +95.1% | +143.1% | -48.0% | +42.9% |
| All | +95.1% | +141.7% | -46.7% | +42.9% |
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