+2,281.8%
NDAQ vs BNS
+1,515.9%
+765.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | -2.6% | +1.8% | -4.4% | -3.7% |
| 30D | +0.5% | +4.5% | -4.0% | -2.6% |
| 3M | +9.9% | +15.8% | -5.9% | -0.4% |
| 6M | +8.2% | +31.5% | -23.3% | -10.0% |
| YTD | -1.5% | +28.6% | -30.1% | -17.1% |
| 1Y | +1.3% | +48.2% | -46.9% | -22.2% |
| 3Y | +92.6% | +130.8% | -38.2% | +9.6% |
| 5Y | +53.8% | +94.9% | -41.1% | -4.2% |
| 10Y | +376.0% | +179.6% | +196.4% | +118.4% |
| All | +2,281.8% | +1,515.9% | +765.9% | +493.4% |
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