+81.9%
META vs BNS
+76.9%
+5.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -2.2% | +1.4% | +0.6% |
| 30D | -15.4% | +5.1% | -20.5% | -18.1% |
| 3M | +3.5% | +4.7% | -1.2% | +0.2% |
| 6M | -0.3% | +19.0% | -19.3% | -11.3% |
| YTD | -7.3% | +28.2% | -35.5% | -21.6% |
| 1Y | -1.1% | +43.4% | -44.5% | -22.2% |
| 3Y | +95.1% | +143.1% | -48.0% | +4.6% |
| All | +81.9% | +76.9% | +5.0% | +33.8% |
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