+17.5%
P vs BNS
+52.0%
-34.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.0% | -8.0% | -7.3% |
| 7D | -19.4% | +2.0% | -21.4% | -20.7% |
| 30D | -22.3% | +7.8% | -30.1% | -27.1% |
| 3M | +33.2% | +11.7% | +21.5% | +21.6% |
| 6M | +53.6% | +28.2% | +25.4% | +22.9% |
| YTD | +66.8% | +34.8% | +32.0% | +25.2% |
| 1Y | +17.5% | +51.1% | -33.5% | -32.2% |
| All | +17.5% | +52.0% | -34.4% | -32.2% |
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