+513.3%
XRT vs BNS
+487.4%
+25.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | +0.8% | +1.5% | -0.7% | -0.1% |
| 30D | -4.2% | +6.0% | -10.1% | -7.7% |
| 3M | +5.1% | +16.3% | -11.3% | -4.5% |
| 6M | +2.4% | +28.8% | -26.3% | -12.4% |
| YTD | +3.2% | +30.0% | -26.8% | -12.4% |
| 1Y | +1.5% | +50.7% | -49.2% | -21.1% |
| 3Y | +40.6% | +125.4% | -84.8% | -14.7% |
| 5Y | -1.0% | +94.2% | -95.2% | -34.5% |
| 10Y | +128.4% | +182.8% | -54.4% | +18.4% |
| All | +513.3% | +487.4% | +25.9% | +109.3% |
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