+2,491.3%
NSC vs BNS
+1,492.9%
+998.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -5.5% | +1.5% | -7.1% | -6.4% |
| 30D | -3.2% | +6.0% | -9.2% | -6.9% |
| 3M | +7.7% | +16.3% | -8.7% | -2.4% |
| 6M | +4.5% | +28.8% | -24.2% | -11.1% |
| YTD | +15.6% | +30.0% | -14.4% | -2.5% |
| 1Y | +19.8% | +50.7% | -30.9% | -7.8% |
| 3Y | +70.1% | +125.4% | -55.3% | +0.8% |
| 5Y | +46.1% | +94.2% | -48.1% | -6.3% |
| 10Y | +328.1% | +182.8% | +145.3% | +114.6% |
| All | +2,491.3% | +1,492.9% | +998.3% | +334.3% |
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