+54.3%
AR vs BNS
+187.6%
-133.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +7.4% | +0.9% | +6.4% | +6.5% |
| 30D | +5.8% | +2.8% | +3.0% | +2.9% |
| 3M | +5.2% | +3.0% | +2.2% | +1.3% |
| 6M | +5.4% | +23.3% | -17.8% | -13.9% |
| YTD | +12.4% | +29.3% | -16.9% | -13.6% |
| 1Y | +12.8% | +41.7% | -28.9% | -20.5% |
| 3Y | +47.2% | +147.7% | -100.5% | -40.9% |
| 5Y | +101.1% | +79.4% | +21.8% | +10.5% |
| All | +54.3% | +187.6% | -133.3% | -48.8% |
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