+2,489.5%
NSC vs BNS
+1,485.2%
+1,004.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.5% | +0.9% | +1.6% | +1.9% |
| 30D | +1.7% | +2.8% | -1.1% | 0.0% |
| 3M | -2.6% | +3.0% | -5.5% | -4.8% |
| 6M | +6.4% | +23.3% | -16.8% | -7.1% |
| YTD | +15.5% | +29.3% | -13.9% | -2.5% |
| 1Y | +17.6% | +41.7% | -24.1% | -6.1% |
| 3Y | +75.0% | +147.7% | -72.8% | -2.2% |
| 5Y | +32.2% | +79.4% | -47.2% | -11.1% |
| 10Y | +296.6% | +188.5% | +108.1% | +96.4% |
| All | +2,489.5% | +1,485.2% | +1,004.2% | +334.6% |
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