+18.4%
U vs BNS
+52.0%
-33.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.0% | +1.9% | +3.4% |
| 7D | +7.5% | +2.0% | +5.5% | +6.5% |
| 30D | -7.0% | +7.8% | -14.8% | -10.3% |
| 3M | +20.6% | +11.7% | +8.9% | +13.5% |
| 6M | +53.2% | +28.2% | +24.9% | +26.7% |
| YTD | -3.9% | +34.8% | -38.6% | -18.7% |
| 1Y | +18.4% | +51.1% | -32.7% | +0.7% |
| All | +18.4% | +52.0% | -33.6% | +0.7% |
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