+1,527.5%
META vs BNS
+264.6%
+1,262.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +6.7% | +1.5% | +5.2% | +5.9% |
| 30D | +4.8% | +6.0% | -1.2% | +1.4% |
| 3M | -1.6% | +16.3% | -18.0% | -9.3% |
| 6M | -7.5% | +28.8% | -36.2% | -19.2% |
| YTD | -6.4% | +30.0% | -36.4% | -18.6% |
| 1Y | -17.3% | +50.7% | -68.0% | -33.5% |
| 3Y | +109.9% | +125.4% | -15.5% | +34.9% |
| 5Y | +65.4% | +94.2% | -28.9% | +15.4% |
| 10Y | +391.8% | +182.8% | +209.0% | +182.1% |
| All | +1,527.5% | +264.6% | +1,262.9% | +811.2% |
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