+1,073.6%
NI vs BNS
+1,463.9%
-390.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | +1.3% | -1.3% | +2.5% | +1.8% |
| 30D | -0.3% | +4.0% | -4.3% | -2.0% |
| 3M | -9.5% | +13.8% | -23.2% | -14.2% |
| 6M | -10.2% | +32.7% | -42.9% | -20.1% |
| YTD | +1.8% | +27.6% | -25.8% | -8.1% |
| 1Y | +5.7% | +47.4% | -41.7% | -10.0% |
| 3Y | +69.6% | +129.0% | -59.4% | +20.2% |
| 5Y | +95.8% | +92.7% | +3.1% | +46.8% |
| 10Y | +145.1% | +182.1% | -37.0% | +52.8% |
| All | +1,073.6% | +1,463.9% | -390.3% | +230.7% |
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 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