-53.6%
Z vs BNS
+52.0%
-105.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.5% | +8.0% |
| 7D | +10.2% | +2.0% | +8.2% | +9.2% |
| 30D | +23.7% | +7.8% | +15.9% | +19.7% |
| 3M | -6.6% | +11.7% | -18.2% | -10.8% |
| 6M | -23.0% | +28.2% | -51.3% | -32.9% |
| YTD | -50.3% | +34.8% | -85.1% | -56.9% |
| 1Y | -53.6% | +51.1% | -104.6% | -59.0% |
| All | -53.6% | +52.0% | -105.6% | -59.0% |
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