+74.6%
BA vs BNS
+179.9%
-105.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.3% |
| 7D | -1.2% | -1.3% | +0.1% | 0.0% |
| 30D | -11.3% | +4.0% | -15.3% | -15.2% |
| 3M | -3.8% | +13.8% | -17.6% | -15.9% |
| 6M | -8.3% | +32.7% | -40.9% | -31.3% |
| YTD | -4.9% | +27.6% | -32.5% | -26.4% |
| 1Y | -10.1% | +47.4% | -57.5% | -39.8% |
| 3Y | -2.3% | +129.0% | -131.3% | -59.6% |
| 5Y | -3.5% | +92.7% | -96.2% | -53.0% |
| 10Y | +74.6% | +182.1% | -107.5% | -39.3% |
| All | +74.6% | +179.9% | -105.3% | -39.3% |
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