-25.1%
REPL vs BNS
+130.3%
-155.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.7% | +1.8% | -7.6% | -6.2% |
| 30D | +22.5% | +4.5% | +18.0% | +21.1% |
| 3M | +64.7% | +15.8% | +48.9% | +57.7% |
| 6M | +83.0% | +31.5% | +51.5% | +66.2% |
| YTD | +52.0% | +28.6% | +23.3% | +39.2% |
| 1Y | +144.5% | +48.2% | +96.3% | +109.0% |
| 3Y | -25.1% | +130.8% | -155.9% | -48.1% |
| All | -25.1% | +130.3% | -155.4% | -48.1% |
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