+867.1%
XEL vs BNS
+1,486.6%
-619.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.1% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | -3.9% | +3.5% | -7.4% | -5.1% |
| 3M | -2.8% | +14.1% | -16.9% | -6.8% |
| 6M | -5.4% | +33.8% | -39.2% | -13.6% |
| YTD | +3.8% | +29.5% | -25.7% | -4.4% |
| 1Y | +6.8% | +48.4% | -41.6% | -5.7% |
| 3Y | +45.6% | +129.6% | -84.0% | +11.8% |
| 5Y | +30.7% | +96.1% | -65.4% | +4.2% |
| 10Y | +151.7% | +186.2% | -34.5% | +72.9% |
| All | +867.1% | +1,486.6% | -619.5% | +133.9% |
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