+246.5%
BBY vs BNS
+188.9%
+57.7%
-52.6%
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% | +2.7% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | +9.4% | +3.5% | +5.9% | +6.7% |
| 3M | +19.3% | +14.1% | +5.3% | +8.9% |
| 6M | +47.9% | +33.8% | +14.1% | +21.3% |
| YTD | +39.6% | +29.5% | +10.1% | +16.4% |
| 1Y | +22.2% | +48.4% | -26.2% | -7.2% |
| 3Y | +45.0% | +129.6% | -84.6% | -19.1% |
| 5Y | +2.6% | +96.1% | -93.5% | -36.9% |
| All | +246.5% | +188.9% | +57.7% | +69.6% |
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