+83.1%
NYT vs BNS
+1,486.6%
-1,403.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +4.6% | +3.5% | +1.1% | +2.4% |
| 3M | -9.6% | +14.1% | -23.6% | -16.5% |
| 6M | -14.0% | +33.8% | -47.8% | -27.5% |
| YTD | -2.8% | +29.5% | -32.3% | -16.8% |
| 1Y | +15.6% | +48.4% | -32.8% | -8.4% |
| 3Y | +56.3% | +129.6% | -73.3% | -4.8% |
| 5Y | +39.5% | +96.1% | -56.6% | -8.7% |
| 10Y | +488.0% | +186.2% | +301.8% | +189.3% |
| All | +83.1% | +1,486.6% | -1,403.5% | -63.5% |
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