+569.2%
NEM vs BNS
+1,476.3%
-907.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.4% |
| 7D | +3.9% | +1.8% | +2.0% | +3.3% |
| 30D | +12.7% | +4.5% | +8.2% | +11.0% |
| 3M | +28.7% | +15.8% | +12.9% | +22.4% |
| 6M | +9.8% | +31.5% | -21.7% | +0.2% |
| YTD | +28.1% | +28.6% | -0.5% | +17.8% |
| 1Y | +69.3% | +48.2% | +21.2% | +48.6% |
| 3Y | +247.7% | +130.8% | +116.9% | +163.2% |
| 5Y | +153.4% | +94.9% | +58.5% | +100.3% |
| 10Y | +291.3% | +179.6% | +111.7% | +165.2% |
| All | +569.2% | +1,476.3% | -907.1% | +147.4% |
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