+214.8%
B vs BNS
+187.6%
+27.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -7.3% | +0.9% | -8.2% | -7.5% |
| 30D | -3.3% | +2.8% | -6.1% | -4.0% |
| 3M | -7.8% | +3.0% | -10.8% | -8.5% |
| 6M | -15.5% | +23.3% | -38.8% | -20.1% |
| YTD | -12.3% | +29.3% | -41.6% | -17.9% |
| 1Y | +5.4% | +41.7% | -36.3% | -3.6% |
| 3Y | +165.5% | +147.7% | +17.8% | +114.2% |
| 5Y | +107.0% | +79.4% | +27.7% | +74.4% |
| All | +214.8% | +187.6% | +27.2% | +123.0% |
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 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