-39.0%
U vs BNS
+205.5%
-244.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.1% |
| 7D | -3.8% | +1.5% | -5.4% | -5.2% |
| 30D | +17.5% | +6.0% | +11.5% | +10.5% |
| 3M | +38.7% | +16.3% | +22.4% | +18.8% |
| 6M | +104.4% | +28.8% | +75.7% | +57.2% |
| YTD | -5.7% | +30.0% | -35.6% | -27.5% |
| 1Y | +3.7% | +50.7% | -47.0% | -31.2% |
| 3Y | +12.3% | +125.4% | -113.1% | -49.8% |
| 5Y | -68.8% | +94.2% | -163.1% | -83.1% |
| All | -39.0% | +205.5% | -244.6% | -57.5% |
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 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