+50.3%
NDAQ vs BNS
+92.5%
-42.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -6.8% | -2.2% | -4.6% | -5.9% |
| 30D | -3.2% | +4.5% | -7.6% | -5.1% |
| 3M | +6.5% | +14.9% | -8.4% | -0.1% |
| 6M | +5.7% | +32.5% | -26.7% | -7.3% |
| YTD | -4.6% | +28.6% | -33.2% | -15.3% |
| 1Y | -1.6% | +48.4% | -49.9% | -18.4% |
| 3Y | +86.4% | +130.8% | -44.4% | +23.6% |
| 5Y | +50.3% | +94.8% | -44.5% | +9.6% |
| All | +50.3% | +92.5% | -42.2% | +9.6% |
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