+96.4%
AGG vs BNS
+1,019.6%
-923.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.7% |
| 7D | -0.9% | -2.2% | +1.3% | -0.9% |
| 30D | -1.0% | +4.5% | -5.4% | -1.0% |
| 3M | -1.3% | +14.9% | -16.2% | -1.4% |
| 6M | -2.1% | +32.5% | -34.6% | -2.3% |
| YTD | -1.2% | +28.6% | -29.8% | -1.5% |
| 1Y | -0.5% | +48.4% | -48.8% | -0.8% |
| 3Y | +12.4% | +130.8% | -118.4% | +11.7% |
| 5Y | -2.4% | +94.8% | -97.2% | -3.1% |
| 10Y | +14.3% | +184.3% | -170.0% | +13.4% |
| All | +96.4% | +1,019.6% | -923.2% | +89.9% |
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