+90.9%
NTR vs BNS
+121.9%
-31.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -3.0% |
| 7D | -2.5% | -2.2% | -0.3% | -1.0% |
| 30D | +17.0% | +4.5% | +12.6% | +12.9% |
| 3M | +22.2% | +14.9% | +7.3% | +9.8% |
| 6M | +5.2% | +32.5% | -27.3% | -15.5% |
| YTD | +29.7% | +28.6% | +1.1% | +6.1% |
| 1Y | +39.4% | +48.4% | -9.0% | +2.2% |
| 3Y | +38.2% | +130.8% | -92.6% | -29.7% |
| 5Y | +47.6% | +94.8% | -47.2% | -15.1% |
| All | +90.9% | +121.9% | -31.1% | -1.0% |
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