-61.4%
NVD vs BNS
+50.5%
-111.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -2.6% |
| 7D | -11.1% | +1.5% | -12.7% | -9.4% |
| 30D | -13.3% | +6.0% | -19.2% | -7.2% |
| 3M | -19.8% | +16.3% | -36.2% | -4.2% |
| 6M | -48.8% | +27.3% | -76.1% | -28.6% |
| YTD | -49.7% | +28.5% | -78.2% | -29.1% |
| 1Y | -61.4% | +49.0% | -110.4% | -45.6% |
| All | -61.4% | +50.5% | -111.8% | -45.6% |
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 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