+62.2%
P vs BNS
+30.4%
+31.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +2.1% |
| 7D | +6.5% | +1.5% | +5.0% | +5.5% |
| 30D | +18.8% | +6.0% | +12.9% | +15.1% |
| 3M | +26.7% | +16.3% | +10.4% | +16.6% |
| 6M | +62.2% | +28.8% | +33.4% | +42.5% |
| All | +62.2% | +30.4% | +31.8% | +42.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling