+1,389.0%
TER vs BNS
+1,492.9%
-103.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +6.4% |
| 7D | +0.6% | +1.5% | -0.9% | -0.7% |
| 30D | -8.3% | +6.0% | -14.2% | -12.5% |
| 3M | -12.2% | +16.3% | -28.6% | -22.0% |
| 6M | +17.1% | +28.8% | -11.7% | -2.9% |
| YTD | +84.7% | +30.0% | +54.7% | +52.2% |
| 1Y | +199.9% | +50.7% | +149.2% | +120.7% |
| 3Y | +232.8% | +125.4% | +107.4% | +78.2% |
| 5Y | +198.6% | +94.2% | +104.3% | +79.8% |
| 10Y | +1,669.7% | +182.8% | +1,486.9% | +672.8% |
| All | +1,389.0% | +1,492.9% | -103.9% | -7.1% |
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