+1,003.0%
BE vs BNS
+142.8%
+860.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +5.9% |
| 7D | +9.0% | -0.4% | +9.4% | +9.4% |
| 30D | +16.3% | +3.5% | +12.8% | +11.6% |
| 3M | +10.8% | +14.1% | -3.3% | -4.0% |
| 6M | +73.2% | +33.8% | +39.4% | +26.0% |
| YTD | +217.4% | +29.5% | +187.9% | +140.0% |
| 1Y | +309.8% | +48.4% | +261.4% | +168.4% |
| 3Y | +1,726.2% | +129.6% | +1,596.6% | +651.3% |
| 5Y | +1,306.2% | +96.1% | +1,210.1% | +589.6% |
| All | +1,003.0% | +142.8% | +860.2% | +268.7% |
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