+818.5%
XOM vs BNS
+1,476.3%
-657.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | +1.9% | -2.2% | +4.1% | +3.0% |
| 30D | +4.1% | +4.5% | -0.4% | +1.3% |
| 3M | +10.4% | +14.9% | -4.5% | +2.0% |
| 6M | +13.0% | +32.5% | -19.4% | -3.9% |
| YTD | +40.1% | +28.6% | +11.4% | +20.8% |
| 1Y | +51.1% | +48.4% | +2.8% | +20.5% |
| 3Y | +57.7% | +130.8% | -73.1% | -2.7% |
| 5Y | +264.7% | +94.8% | +169.9% | +144.1% |
| 10Y | +193.1% | +184.3% | +8.8% | +60.7% |
| All | +818.5% | +1,476.3% | -657.8% | +137.0% |
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