-18.3%
RUN vs BNS
+225.1%
-243.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -3.8% |
| 7D | -1.8% | -1.3% | -0.5% | -0.6% |
| 30D | -10.8% | +4.0% | -14.8% | -14.7% |
| 3M | -30.2% | +13.8% | -43.9% | -39.2% |
| 6M | -22.3% | +32.7% | -55.0% | -42.2% |
| YTD | -52.2% | +27.6% | -79.8% | -62.7% |
| 1Y | -45.1% | +47.4% | -92.5% | -63.1% |
| 3Y | -37.1% | +129.0% | -166.1% | -71.6% |
| 5Y | -80.3% | +92.7% | -173.0% | -89.6% |
| 10Y | +45.2% | +182.1% | -136.9% | -43.3% |
| All | -18.3% | +225.1% | -243.4% | -68.8% |
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