+682.4%
XLU vs BNS
+1,486.6%
-804.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | +3.5% | -6.8% | -4.6% |
| 3M | -3.2% | +14.1% | -17.2% | -7.8% |
| 6M | -7.0% | +33.8% | -40.7% | -16.3% |
| YTD | +0.6% | +29.5% | -28.8% | -8.6% |
| 1Y | +2.4% | +48.4% | -46.0% | -11.4% |
| 3Y | +46.3% | +129.6% | -83.3% | +7.7% |
| 5Y | +44.0% | +96.1% | -52.1% | +10.9% |
| 10Y | +140.1% | +186.2% | -46.1% | +56.9% |
| All | +682.4% | +1,486.6% | -804.3% | +106.7% |
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 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