+216.9%
B vs BNS
+188.0%
+28.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -6.2% | +1.0% | -7.2% | -6.4% |
| 30D | -6.6% | +2.7% | -9.4% | -7.2% |
| 3M | -7.9% | +3.5% | -11.4% | -8.7% |
| 6M | -16.8% | +22.1% | -38.9% | -21.1% |
| YTD | -11.7% | +29.5% | -41.2% | -17.4% |
| 1Y | +3.5% | +40.7% | -37.2% | -5.2% |
| 3Y | +165.7% | +148.6% | +17.1% | +114.2% |
| 5Y | +108.4% | +79.6% | +28.8% | +75.5% |
| All | +216.9% | +188.0% | +28.9% | +124.4% |
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