+32.0%
Q vs BNS
+44.7%
-12.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.5% |
| 7D | +6.6% | -1.3% | +7.9% | +7.8% |
| 30D | -6.6% | +4.0% | -10.6% | -10.2% |
| 3M | -13.2% | +13.8% | -27.0% | -25.3% |
| 6M | +9.9% | +32.7% | -22.7% | -21.6% |
| YTD | +53.9% | +27.6% | +26.3% | +13.6% |
| All | +32.0% | +44.7% | -12.7% | -12.9% |
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