+26.6%
BA vs BNS
+183.7%
-157.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.9% |
| 30D | -8.9% | +4.7% | -13.7% | -13.2% |
| 3M | -25.5% | +5.5% | -31.1% | -30.1% |
| 6M | -27.0% | +21.7% | -48.6% | -40.7% |
| YTD | -20.1% | +29.5% | -49.6% | -39.4% |
| 1Y | -11.0% | +41.9% | -52.9% | -38.3% |
| 3Y | -11.8% | +148.5% | -160.3% | -66.7% |
| 5Y | -20.6% | +80.3% | -100.9% | -58.3% |
| 10Y | +26.6% | +184.7% | -158.1% | -55.6% |
| All | +26.6% | +183.7% | -157.1% | -55.6% |
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