+195.5%
W vs BNS
+172.1%
+23.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -1.9% |
| 7D | -1.7% | +1.0% | -2.6% | -2.5% |
| 30D | +3.2% | +2.7% | +0.5% | +1.1% |
| 3M | +8.3% | +3.5% | +4.8% | +4.4% |
| 6M | +84.3% | +22.1% | +62.2% | +50.9% |
| YTD | +11.0% | +29.5% | -18.5% | -14.2% |
| 1Y | -0.2% | +40.7% | -40.9% | -29.3% |
| 3Y | +157.9% | +148.6% | +9.4% | +8.3% |
| 5Y | -56.8% | +79.6% | -136.4% | -74.9% |
| 10Y | +212.2% | +188.9% | +23.3% | +20.3% |
| All | +195.5% | +172.1% | +23.4% | +16.4% |
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