+231.8%
ACWI vs BNS
+179.9%
+52.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.7% |
| 30D | -0.6% | +4.0% | -4.6% | -2.9% |
| 3M | +4.3% | +13.8% | -9.5% | -3.1% |
| 6M | +12.7% | +32.7% | -20.0% | -3.7% |
| YTD | +13.9% | +27.6% | -13.7% | -0.8% |
| 1Y | +20.5% | +47.4% | -26.9% | -3.0% |
| 3Y | +76.5% | +129.0% | -52.5% | +10.1% |
| 5Y | +67.5% | +92.7% | -25.2% | +14.1% |
| 10Y | +231.8% | +182.1% | +49.8% | +81.7% |
| All | +231.8% | +179.9% | +52.0% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling