+526.5%
P vs BNS
+257.5%
+268.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.9% |
| 7D | -4.7% | -3.2% | -1.5% | -2.0% |
| 30D | -31.4% | +5.1% | -36.5% | -33.4% |
| 3M | -2.6% | +6.0% | -8.6% | -6.1% |
| 6M | +21.9% | +23.4% | -1.4% | +6.0% |
| YTD | +58.9% | +30.4% | +28.5% | +32.8% |
| 1Y | +21.7% | +44.0% | -22.2% | -4.6% |
| 3Y | +193.3% | +150.3% | +43.0% | +57.0% |
| 5Y | +275.1% | +83.0% | +192.1% | +145.9% |
| 10Y | +655.3% | +190.9% | +464.4% | +272.8% |
| All | +526.5% | +257.5% | +268.9% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling