+841.0%
XLE vs BNS
+1,492.9%
-651.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.1% |
| 30D | +11.8% | +6.0% | +5.8% | +6.9% |
| 3M | +9.8% | +16.3% | -6.5% | -2.1% |
| 6M | +15.6% | +28.8% | -13.2% | -4.9% |
| YTD | +45.3% | +30.0% | +15.3% | +18.5% |
| 1Y | +48.3% | +50.7% | -2.4% | +8.7% |
| 3Y | +55.4% | +125.4% | -69.9% | -16.6% |
| 5Y | +216.1% | +94.2% | +121.9% | +86.3% |
| 10Y | +178.4% | +182.8% | -4.4% | +28.7% |
| All | +841.0% | +1,492.9% | -651.9% | +77.8% |
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