-18.6%
NRG vs BNS
+50.5%
-69.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +7.3% |
| 7D | +7.1% | +1.5% | +5.6% | +5.7% |
| 30D | -1.4% | +6.0% | -7.4% | -6.0% |
| 3M | -10.5% | +16.3% | -26.8% | -21.2% |
| 6M | -26.7% | +27.3% | -54.1% | -40.3% |
| YTD | -24.5% | +28.5% | -53.0% | -38.4% |
| 1Y | -18.6% | +49.0% | -67.6% | -30.4% |
| All | -18.6% | +50.5% | -69.0% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling