+43.2%
TER vs BNS
+52.0%
-8.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.0% | -9.8% | -10.3% |
| 7D | -19.9% | +2.0% | -21.9% | -21.9% |
| 30D | -43.5% | +7.8% | -51.3% | -48.7% |
| 3M | -37.8% | +11.7% | -49.4% | -46.9% |
| 6M | -25.6% | +28.2% | -53.8% | -50.0% |
| YTD | +29.8% | +34.8% | -5.0% | -19.7% |
| 1Y | +43.2% | +51.1% | -7.9% | -24.0% |
| All | +43.2% | +52.0% | -8.8% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling