+24.7%
Z vs BNS
+230.4%
-205.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -1.3% |
| 7D | -3.0% | +1.5% | -4.5% | -4.0% |
| 30D | -4.2% | +6.0% | -10.1% | -8.5% |
| 3M | -3.7% | +16.3% | -20.0% | -14.2% |
| 6M | -24.5% | +28.8% | -53.3% | -37.5% |
| YTD | -49.3% | +30.0% | -79.3% | -58.3% |
| 1Y | -58.7% | +50.7% | -109.4% | -69.5% |
| 3Y | -34.1% | +125.4% | -159.5% | -63.4% |
| 5Y | -64.5% | +94.2% | -158.8% | -78.2% |
| 10Y | -0.5% | +182.8% | -183.3% | -52.9% |
| All | +24.7% | +230.4% | -205.7% | -45.0% |
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 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