+485.4%
P vs BNS
+256.3%
+229.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +2.2% |
| 7D | +6.5% | +1.5% | +5.0% | +5.4% |
| 30D | +18.8% | +6.0% | +12.9% | +14.2% |
| 3M | +26.7% | +16.3% | +10.4% | +14.3% |
| 6M | +62.2% | +28.8% | +33.4% | +36.0% |
| YTD | +48.5% | +30.0% | +18.5% | +23.9% |
| 1Y | +26.4% | +50.7% | -24.3% | -4.4% |
| 3Y | +159.4% | +125.4% | +34.0% | +48.0% |
| 5Y | +275.8% | +94.2% | +181.6% | +135.5% |
| 10Y | +732.0% | +182.8% | +549.2% | +314.4% |
| All | +485.4% | +256.3% | +229.1% | +145.9% |
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 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