+158.7%
P vs BNS
+130.3%
+28.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.4% |
| 7D | +7.8% | +1.8% | +6.0% | +6.4% |
| 30D | +12.3% | +4.5% | +7.8% | +8.9% |
| 3M | +37.1% | +15.8% | +21.3% | +23.4% |
| 6M | +66.1% | +31.5% | +34.6% | +35.9% |
| YTD | +50.9% | +28.6% | +22.3% | +25.9% |
| 1Y | +27.2% | +48.2% | -21.0% | -3.3% |
| 3Y | +158.7% | +130.8% | +27.9% | +49.9% |
| All | +158.7% | +130.3% | +28.4% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling