+35.3%
W vs BNS
+127.2%
-91.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +1.1% |
| 7D | +5.9% | -1.3% | +7.2% | +7.4% |
| 30D | -3.0% | +4.0% | -7.0% | -8.3% |
| 3M | +40.3% | +13.8% | +26.6% | +16.9% |
| 6M | +32.2% | +32.7% | -0.5% | -10.4% |
| YTD | -0.3% | +27.6% | -27.9% | -28.8% |
| 1Y | +16.2% | +47.4% | -31.2% | -32.3% |
| All | +35.3% | +127.2% | -91.9% | -58.1% |
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 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