-54.1%
REPL vs BNS
+93.4%
-147.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -9.6% | -1.3% | -8.3% | -9.2% |
| 30D | +5.7% | +4.0% | +1.7% | +4.2% |
| 3M | +56.4% | +13.8% | +42.6% | +47.9% |
| 6M | +67.4% | +32.7% | +34.8% | +46.5% |
| YTD | +48.7% | +27.6% | +21.1% | +32.1% |
| 1Y | +148.3% | +47.4% | +100.9% | +105.7% |
| 3Y | -26.7% | +129.0% | -155.7% | -52.2% |
| 5Y | -54.1% | +92.7% | -146.8% | -69.4% |
| All | -54.1% | +93.4% | -147.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling