-53.1%
Z vs BNS
+78.5%
-131.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.2% |
| 30D | +5.2% | +2.8% | +2.4% | +3.5% |
| 3M | -17.0% | +3.0% | -20.0% | -19.0% |
| 6M | -22.7% | +23.3% | -45.9% | -35.6% |
| YTD | -56.3% | +29.3% | -85.7% | -65.1% |
| 1Y | -57.7% | +41.7% | -99.3% | -68.9% |
| 3Y | -16.5% | +147.7% | -164.3% | -62.7% |
| All | -53.1% | +78.5% | -131.6% | -70.5% |
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