+6.5%
Z vs BNS
+225.8%
-219.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -4.6% | -2.2% | -2.3% | -2.6% |
| 30D | +8.3% | +5.1% | +3.2% | +5.0% |
| 3M | -11.6% | +4.7% | -16.4% | -14.6% |
| 6M | -33.6% | +19.0% | -52.7% | -41.7% |
| YTD | -56.7% | +28.2% | -84.8% | -63.9% |
| 1Y | -59.1% | +43.4% | -102.5% | -68.6% |
| 3Y | -20.4% | +143.1% | -163.4% | -57.7% |
| 5Y | -55.3% | +77.3% | -132.6% | -70.6% |
| 10Y | -14.2% | +183.5% | -197.7% | -59.2% |
| All | +6.5% | +225.8% | -219.3% | -52.3% |
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