+42.5%
NTRS vs BNS
+52.0%
-9.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +1.6% |
| 7D | +3.6% | +2.0% | +1.6% | +2.5% |
| 30D | +4.3% | +7.8% | -3.5% | +0.5% |
| 3M | -1.9% | +11.7% | -13.6% | -7.1% |
| 6M | +11.4% | +28.2% | -16.8% | -2.2% |
| YTD | +32.3% | +34.8% | -2.5% | +12.9% |
| 1Y | +42.5% | +51.1% | -8.5% | +17.1% |
| All | +42.5% | +52.0% | -9.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling