+60.5%
XOM vs BNS
+130.5%
-70.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +4.1% | -0.4% | +4.5% | +4.1% |
| 30D | +4.6% | +3.5% | +1.1% | +4.5% |
| 3M | +14.0% | +14.1% | -0.1% | +13.0% |
| 6M | +11.0% | +33.8% | -22.8% | +7.7% |
| YTD | +40.7% | +29.5% | +11.2% | +37.3% |
| 1Y | +52.3% | +48.4% | +3.9% | +44.3% |
| 3Y | +60.5% | +129.6% | -69.1% | +32.2% |
| All | +60.5% | +130.5% | -70.0% | +32.2% |
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