+45.9%
NSC vs BNS
+94.5%
-48.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | 0.0% |
| 7D | -1.5% | +1.8% | -3.3% | -2.4% |
| 30D | -1.9% | +4.5% | -6.4% | -4.2% |
| 3M | +6.2% | +15.8% | -9.6% | -1.7% |
| 6M | +9.2% | +31.5% | -22.3% | -5.4% |
| YTD | +15.0% | +28.6% | -13.6% | +0.6% |
| 1Y | +21.1% | +48.2% | -27.1% | -1.9% |
| 3Y | +78.6% | +130.8% | -52.2% | +12.0% |
| 5Y | +45.9% | +94.9% | -49.0% | -1.1% |
| All | +45.9% | +94.5% | -48.6% | -1.1% |
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