+123.7%
RF vs BNS
+1,498.9%
-1,375.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +0.4% |
| 7D | -0.1% | -0.8% | +0.6% | +0.5% |
| 30D | +7.0% | +5.5% | +1.5% | +1.3% |
| 3M | -7.0% | +6.0% | -13.0% | -13.0% |
| 6M | +6.8% | +22.6% | -15.8% | -13.8% |
| YTD | +9.9% | +30.5% | -20.5% | -17.0% |
| 1Y | +21.1% | +44.1% | -23.0% | -17.4% |
| 3Y | +119.6% | +150.8% | -31.1% | -15.2% |
| 5Y | +46.2% | +80.7% | -34.5% | -21.8% |
| 10Y | +261.5% | +185.2% | +76.3% | +26.3% |
| All | +123.7% | +1,498.9% | -1,375.2% | -76.0% |
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