+65.7%
T vs BNS
+91.0%
-25.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -3.1% | -1.3% | -1.8% | -2.8% |
| 30D | +4.6% | +4.0% | +0.6% | +3.5% |
| 3M | +12.2% | +13.8% | -1.6% | +8.5% |
| 6M | -6.5% | +32.7% | -39.1% | -13.3% |
| YTD | +4.9% | +27.6% | -22.7% | -2.0% |
| 1Y | -10.5% | +47.4% | -57.9% | -20.0% |
| 3Y | +104.6% | +129.0% | -24.4% | +56.1% |
| All | +65.7% | +91.0% | -25.3% | +30.0% |
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 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