+451.2%
T vs BNS
+1,476.3%
-1,025.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -2.4% | -2.2% | -0.3% | -1.6% |
| 30D | +4.3% | +4.5% | -0.2% | +2.3% |
| 3M | +11.6% | +14.9% | -3.3% | +5.1% |
| 6M | -5.6% | +32.5% | -38.1% | -16.2% |
| YTD | +6.6% | +28.6% | -22.0% | -4.6% |
| 1Y | -8.4% | +48.4% | -56.7% | -22.7% |
| 3Y | +107.8% | +130.8% | -23.0% | +44.1% |
| 5Y | +68.3% | +94.8% | -26.5% | +23.6% |
| 10Y | +71.1% | +184.3% | -113.2% | +4.4% |
| All | +451.2% | +1,476.3% | -1,025.1% | +29.0% |
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