+135.2%
RF vs BNS
+1,492.9%
-1,357.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.1% |
| 7D | +1.3% | +1.5% | -0.2% | -0.2% |
| 30D | -3.6% | +6.0% | -9.6% | -9.5% |
| 3M | +8.1% | +16.3% | -8.3% | -7.8% |
| 6M | +11.5% | +28.8% | -17.3% | -14.2% |
| YTD | +15.6% | +30.0% | -14.4% | -12.1% |
| 1Y | +15.7% | +50.7% | -35.0% | -24.3% |
| 3Y | +86.9% | +125.4% | -38.5% | -19.3% |
| 5Y | +89.8% | +94.2% | -4.4% | -5.1% |
| 10Y | +344.7% | +182.8% | +161.9% | +56.8% |
| All | +135.2% | +1,492.9% | -1,357.7% | -74.6% |
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