-62.3%
XYZ vs BNS
+79.0%
-141.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.5% |
| 7D | +12.6% | -1.1% | +13.7% | +14.4% |
| 30D | +10.8% | +4.7% | +6.1% | +5.5% |
| 3M | +8.4% | +5.5% | +2.8% | +1.6% |
| 6M | +14.3% | +21.7% | -7.3% | -10.2% |
| YTD | +31.5% | +29.5% | +2.0% | -5.0% |
| 1Y | +28.1% | +41.9% | -13.8% | -18.0% |
| 3Y | +66.2% | +148.5% | -82.3% | -50.8% |
| 5Y | -62.3% | +80.3% | -142.6% | -79.5% |
| All | -62.3% | +79.0% | -141.3% | -79.5% |
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