+78.6%
NSC vs BNS
+130.3%
-51.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | -1.5% | +1.8% | -3.3% | -2.2% |
| 30D | -1.9% | +4.5% | -6.4% | -3.6% |
| 3M | +6.2% | +15.8% | -9.6% | -0.1% |
| 6M | +9.2% | +31.5% | -22.3% | -2.7% |
| YTD | +15.0% | +28.6% | -13.6% | +3.2% |
| 1Y | +21.1% | +48.2% | -27.1% | +1.9% |
| 3Y | +78.6% | +130.8% | -52.2% | +21.2% |
| All | +78.6% | +130.3% | -51.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling