+66.2%
NDAQ vs BNS
+78.5%
-12.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.3% | +0.9% | +0.3% | +0.9% |
| 30D | +18.0% | +2.8% | +15.2% | +16.6% |
| 3M | +11.5% | +3.0% | +8.5% | +9.8% |
| 6M | +21.1% | +23.3% | -2.2% | +9.7% |
| YTD | +12.8% | +29.3% | -16.5% | -0.4% |
| 1Y | +25.7% | +41.7% | -16.0% | +6.2% |
| 3Y | +116.8% | +147.7% | -30.9% | +37.9% |
| All | +66.2% | +78.5% | -12.3% | +23.7% |
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