-68.6%
XYZ vs BNS
+94.5%
-163.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.0% |
| 7D | +2.9% | +1.8% | +1.0% | +0.9% |
| 30D | +1.4% | +4.5% | -3.1% | -4.0% |
| 3M | +14.6% | +15.8% | -1.2% | -4.4% |
| 6M | +20.8% | +31.5% | -10.7% | -13.7% |
| YTD | +23.1% | +28.6% | -5.5% | -10.3% |
| 1Y | +5.6% | +48.2% | -42.6% | -36.1% |
| 3Y | +50.9% | +130.8% | -79.9% | -49.9% |
| 5Y | -68.6% | +94.9% | -163.4% | -83.8% |
| All | -68.6% | +94.5% | -163.0% | -83.8% |
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