+555.9%
XYZ vs BNS
+249.1%
+306.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.5% |
| 7D | -2.2% | -3.2% | +1.0% | +0.6% |
| 30D | +11.6% | +5.1% | +6.5% | +7.3% |
| 3M | +8.4% | +6.0% | +2.5% | +3.1% |
| 6M | +17.2% | +23.4% | -6.2% | -2.8% |
| YTD | +31.7% | +30.4% | +1.3% | +3.7% |
| 1Y | +30.1% | +44.0% | -13.9% | -6.5% |
| 3Y | +66.4% | +150.3% | -83.9% | -26.5% |
| 5Y | -62.2% | +83.0% | -145.2% | -77.4% |
| 10Y | +621.5% | +190.9% | +430.6% | +217.8% |
| All | +555.9% | +249.1% | +306.8% | +157.3% |
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