+256.3%
P vs BNS
+81.6%
+174.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.0% |
| 7D | -9.6% | -0.8% | -8.8% | -8.7% |
| 30D | -33.4% | +5.5% | -39.0% | -35.5% |
| 3M | +14.2% | +6.0% | +8.2% | +10.2% |
| 6M | +31.6% | +22.6% | +9.0% | +14.8% |
| YTD | +53.5% | +30.5% | +23.0% | +28.1% |
| 1Y | +14.2% | +44.1% | -30.0% | -10.7% |
| 3Y | +190.5% | +150.8% | +39.8% | +56.9% |
| 5Y | +256.3% | +80.7% | +175.7% | +147.4% |
| All | +256.3% | +81.6% | +174.8% | +147.4% |
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