+1,242.3%
O vs BNS
+1,492.9%
-250.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -0.7% | +1.5% | -2.3% | -1.6% |
| 30D | -1.9% | +6.0% | -7.8% | -5.2% |
| 3M | +3.8% | +16.3% | -12.5% | -5.0% |
| 6M | -4.7% | +28.8% | -33.5% | -17.8% |
| YTD | +12.5% | +30.0% | -17.5% | -3.6% |
| 1Y | +10.8% | +50.7% | -39.9% | -12.6% |
| 3Y | +28.8% | +125.4% | -96.6% | -19.8% |
| 5Y | +13.2% | +94.2% | -81.0% | -25.1% |
| 10Y | +53.5% | +182.8% | -129.4% | -20.0% |
| All | +1,242.3% | +1,492.9% | -250.7% | +218.6% |
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 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