+30.4%
BIL vs BNS
+347.5%
-317.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | +0.1% | +1.8% | -1.7% | +0.1% |
| 30D | +0.3% | +4.5% | -4.2% | +0.3% |
| 3M | +0.9% | +15.8% | -14.9% | +0.9% |
| 6M | +1.8% | +31.5% | -29.7% | +1.9% |
| YTD | +2.5% | +28.6% | -26.2% | +2.5% |
| 1Y | +3.7% | +48.2% | -44.5% | +3.8% |
| 3Y | +14.1% | +130.8% | -116.7% | +14.3% |
| 5Y | +19.4% | +94.9% | -75.5% | +19.6% |
| 10Y | +25.3% | +179.6% | -154.3% | +25.6% |
| All | +30.4% | +347.5% | -317.2% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling