+115.1%
NOK vs BNS
+94.7%
+20.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.4% |
| 7D | +11.0% | -0.4% | +11.4% | +11.2% |
| 30D | +7.8% | +3.5% | +4.4% | +5.4% |
| 3M | -21.0% | +14.1% | -35.1% | -27.3% |
| 6M | +40.9% | +33.8% | +7.1% | +17.2% |
| YTD | +72.0% | +29.5% | +42.6% | +45.7% |
| 1Y | +140.9% | +48.4% | +92.5% | +87.3% |
| 3Y | +194.3% | +129.6% | +64.7% | +68.7% |
| All | +115.1% | +94.7% | +20.5% | +39.4% |
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 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