+37.7%
BEN vs BNS
+92.5%
-54.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -2.0% |
| 7D | +0.3% | -2.2% | +2.5% | +2.1% |
| 30D | +0.9% | +4.5% | -3.6% | -3.0% |
| 3M | +9.2% | +14.9% | -5.7% | -3.2% |
| 6M | +36.8% | +32.5% | +4.3% | +7.8% |
| YTD | +44.4% | +28.6% | +15.8% | +16.1% |
| 1Y | +45.8% | +48.4% | -2.5% | +3.5% |
| 3Y | +52.5% | +130.8% | -78.3% | -27.9% |
| 5Y | +37.7% | +94.8% | -57.1% | -27.8% |
| All | +37.7% | +92.5% | -54.8% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling