+217.6%
BAC vs BNS
+187.6%
+30.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +3.2% | +0.9% | +2.3% | +2.4% |
| 30D | -0.7% | +2.8% | -3.5% | -3.2% |
| 3M | -20.0% | +3.0% | -23.0% | -22.6% |
| 6M | +3.4% | +23.3% | -19.8% | -15.2% |
| YTD | -5.7% | +29.3% | -35.1% | -26.3% |
| 1Y | -1.4% | +41.7% | -43.1% | -29.2% |
| 3Y | +97.9% | +147.7% | -49.8% | -17.5% |
| 5Y | +22.9% | +79.4% | -56.5% | -30.6% |
| All | +217.6% | +187.6% | +30.0% | +12.7% |
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