-64.8%
Z vs BNS
+94.5%
-159.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.2% |
| 7D | -3.0% | +1.5% | -4.5% | -4.1% |
| 30D | -4.2% | +6.0% | -10.1% | -8.9% |
| 3M | -3.7% | +16.3% | -20.0% | -15.6% |
| 6M | -24.5% | +28.8% | -53.3% | -39.2% |
| YTD | -49.3% | +30.0% | -79.3% | -59.5% |
| 1Y | -58.7% | +50.7% | -109.4% | -70.9% |
| 3Y | -34.1% | +125.4% | -159.5% | -67.2% |
| All | -64.8% | +94.5% | -159.3% | -78.6% |
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 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