+199.9%
B vs BNS
+187.0%
+12.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | -5.0% | -2.2% | -2.8% | -4.4% |
| 30D | +8.7% | +4.5% | +4.2% | +7.3% |
| 3M | +17.3% | +14.9% | +2.4% | +12.8% |
| 6M | -5.0% | +32.5% | -37.5% | -12.1% |
| YTD | +1.4% | +28.6% | -27.2% | -5.3% |
| 1Y | +50.5% | +48.4% | +2.1% | +35.6% |
| 3Y | +194.4% | +130.8% | +63.6% | +138.5% |
| 5Y | +156.7% | +94.8% | +61.9% | +112.6% |
| All | +199.9% | +187.0% | +12.9% | +104.2% |
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