-37.1%
RUN vs BNS
+129.0%
-166.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -3.1% |
| 7D | -3.4% | -2.2% | -1.2% | -0.2% |
| 30D | -14.0% | +4.5% | -18.4% | -20.1% |
| 3M | -27.5% | +14.9% | -42.4% | -42.9% |
| 6M | -29.0% | +32.5% | -61.4% | -56.3% |
| YTD | -53.1% | +28.6% | -81.7% | -69.3% |
| 1Y | -46.7% | +48.4% | -95.1% | -72.9% |
| All | -37.1% | +129.0% | -166.1% | -86.5% |
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 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