+16.5%
NYT vs BNS
+52.0%
-35.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.2% |
| 7D | -3.9% | +2.0% | -5.9% | -4.0% |
| 30D | +4.3% | +7.8% | -3.5% | +3.6% |
| 3M | -11.7% | +11.7% | -23.4% | -12.5% |
| 6M | -14.4% | +28.2% | -42.7% | -17.9% |
| YTD | -3.0% | +34.8% | -37.8% | -7.5% |
| 1Y | +16.5% | +51.1% | -34.5% | +9.4% |
| All | +16.5% | +52.0% | -35.4% | +9.4% |
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