+54.9%
XLE vs BNS
+130.3%
-75.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.2% |
| 7D | 0.0% | +1.8% | -1.8% | -0.2% |
| 30D | +12.6% | +4.5% | +8.2% | +12.0% |
| 3M | +11.8% | +15.8% | -3.9% | +9.2% |
| 6M | +16.1% | +31.5% | -15.4% | +10.1% |
| YTD | +46.9% | +28.6% | +18.3% | +40.0% |
| 1Y | +53.3% | +48.2% | +5.1% | +39.9% |
| 3Y | +54.9% | +130.8% | -75.9% | +18.7% |
| All | +54.9% | +130.3% | -75.4% | +18.7% |
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