+71.7%
TER vs BNS
+78.5%
-6.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | +14.4% | +0.9% | +13.4% | +13.6% |
| 30D | -30.6% | +2.8% | -33.3% | -31.9% |
| 3M | -39.2% | +3.0% | -42.2% | -40.8% |
| 6M | -31.3% | +23.3% | -54.5% | -43.3% |
| YTD | +29.1% | +29.3% | -0.3% | +3.0% |
| 1Y | +47.4% | +41.7% | +5.8% | +9.1% |
| 3Y | +191.2% | +147.7% | +43.5% | +30.8% |
| All | +71.7% | +78.5% | -6.9% | +8.5% |
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 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