+64.7%
XLC vs BNS
+149.7%
-85.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.7% | +0.9% | +2.8% | +3.4% |
| 30D | -1.9% | +2.8% | -4.7% | -2.9% |
| 3M | -3.1% | +3.0% | -6.1% | -4.2% |
| 6M | -6.4% | +23.3% | -29.6% | -13.2% |
| YTD | -6.8% | +29.3% | -36.2% | -15.4% |
| 1Y | -1.7% | +41.7% | -43.4% | -13.7% |
| 3Y | +64.7% | +147.7% | -83.0% | +20.6% |
| All | +64.7% | +149.7% | -85.0% | +20.6% |
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