+170.4%
NXT vs BNS
+100.3%
+70.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.6% |
| 30D | -20.0% | +4.0% | -24.0% | -22.3% |
| 3M | -30.9% | +13.8% | -44.7% | -37.2% |
| 6M | -23.8% | +32.7% | -56.5% | -37.7% |
| YTD | -5.4% | +27.6% | -33.0% | -20.9% |
| 1Y | +28.0% | +47.4% | -19.4% | -3.4% |
| 3Y | +93.3% | +129.0% | -35.7% | +2.7% |
| All | +170.4% | +100.3% | +70.1% | +49.3% |
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