-4.5%
XRT vs BNS
+78.5%
-83.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.7% | +0.9% | +0.8% | +1.2% |
| 30D | +7.5% | +2.8% | +4.7% | +5.7% |
| 3M | +2.2% | +3.0% | -0.8% | -0.1% |
| 6M | +14.7% | +23.3% | -8.6% | -0.9% |
| YTD | +7.5% | +29.3% | -21.8% | -10.4% |
| 1Y | +14.1% | +41.7% | -27.6% | -10.8% |
| 3Y | +58.8% | +147.7% | -89.0% | -18.0% |
| All | -4.5% | +78.5% | -83.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling