+15.6%
U vs BNS
+130.5%
-114.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.9% |
| 7D | +5.5% | -0.4% | +5.9% | +5.9% |
| 30D | -1.3% | +3.5% | -4.7% | -4.7% |
| 3M | +64.6% | +14.1% | +50.5% | +44.0% |
| 6M | +119.4% | +33.8% | +85.6% | +61.8% |
| YTD | -0.5% | +29.5% | -29.9% | -23.1% |
| 1Y | +1.3% | +48.4% | -47.1% | -32.1% |
| 3Y | +15.6% | +129.6% | -114.0% | -50.7% |
| All | +15.6% | +130.5% | -114.9% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling