+130.7%
REPL vs BNS
+52.0%
+78.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.9% |
| 7D | +28.8% | +2.0% | +26.8% | +29.4% |
| 30D | +57.3% | +7.8% | +49.6% | +60.8% |
| 3M | +73.6% | +11.7% | +61.9% | +79.7% |
| 6M | +582.8% | +28.2% | +554.6% | +655.4% |
| YTD | +112.9% | +34.8% | +78.1% | +146.3% |
| 1Y | +130.7% | +51.1% | +79.6% | +153.5% |
| All | +130.7% | +52.0% | +78.7% | +153.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling