+25.1%
XYZ vs BNS
+42.5%
-17.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -2.1% | +1.0% | -3.1% | -2.6% |
| 30D | +7.0% | +2.7% | +4.3% | +6.2% |
| 3M | +5.1% | +3.5% | +1.6% | +4.2% |
| 6M | +14.1% | +22.1% | -8.0% | +5.0% |
| YTD | +26.4% | +29.5% | -3.1% | +13.0% |
| 1Y | +25.1% | +40.7% | -15.6% | +17.1% |
| All | +25.1% | +42.5% | -17.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling