+29.4%
NDAQ vs BNS
+52.0%
-22.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.1% |
| 7D | +3.9% | +2.0% | +1.9% | +3.6% |
| 30D | +19.0% | +7.8% | +11.2% | +17.7% |
| 3M | +17.6% | +11.7% | +5.9% | +15.8% |
| 6M | +21.0% | +28.2% | -7.3% | +16.0% |
| YTD | +14.1% | +34.8% | -20.7% | +8.6% |
| 1Y | +29.4% | +51.1% | -21.6% | +19.8% |
| All | +29.4% | +52.0% | -22.5% | +19.8% |
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 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