+533.2%
XYZ vs BNS
+247.9%
+285.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | +0.3% |
| 7D | -1.0% | +1.5% | -2.5% | -2.2% |
| 30D | -1.7% | +6.0% | -7.7% | -6.7% |
| 3M | +16.7% | +16.3% | +0.4% | +1.8% |
| 6M | +26.9% | +28.8% | -1.9% | +1.1% |
| YTD | +27.1% | +30.0% | -2.8% | +0.2% |
| 1Y | +9.3% | +50.7% | -41.5% | -24.8% |
| 3Y | +42.3% | +125.4% | -83.1% | -31.3% |
| 5Y | -69.3% | +94.2% | -163.6% | -82.5% |
| 10Y | +586.8% | +182.8% | +404.0% | +205.6% |
| All | +533.2% | +247.9% | +285.3% | +148.6% |
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