-56.3%
Z vs BNS
+76.9%
-133.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.6% | -2.2% | -2.3% | -2.3% |
| 30D | +8.3% | +5.1% | +3.2% | +4.6% |
| 3M | -11.6% | +4.7% | -16.4% | -15.0% |
| 6M | -33.6% | +19.0% | -52.7% | -43.1% |
| YTD | -56.7% | +28.2% | -84.8% | -65.2% |
| 1Y | -59.1% | +43.4% | -102.5% | -70.3% |
| 3Y | -20.4% | +143.1% | -163.4% | -63.9% |
| All | -56.3% | +76.9% | -133.2% | -72.5% |
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