+20.0%
ON vs BNS
+78.5%
-58.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +12.2% | +0.9% | +11.3% | +11.4% |
| 30D | -3.1% | +2.8% | -5.9% | -5.1% |
| 3M | -12.9% | +3.0% | -15.9% | -15.1% |
| 6M | -38.6% | +23.3% | -61.9% | -49.4% |
| YTD | +31.2% | +29.3% | +1.9% | +2.5% |
| 1Y | +47.6% | +41.7% | +6.0% | +5.4% |
| 3Y | +6.6% | +147.7% | -141.1% | -57.3% |
| All | +20.0% | +78.5% | -58.5% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling