+275.1%
BLK vs BNS
+188.9%
+86.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.2% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -6.5% | +3.5% | -10.0% | -9.1% |
| 3M | +6.7% | +14.1% | -7.3% | -3.3% |
| 6M | +14.7% | +33.8% | -19.0% | -7.3% |
| YTD | +2.5% | +29.5% | -26.9% | -15.3% |
| 1Y | -2.8% | +48.4% | -51.2% | -27.3% |
| 3Y | +65.9% | +129.6% | -63.7% | -10.7% |
| 5Y | +33.0% | +96.1% | -63.1% | -19.5% |
| All | +275.1% | +188.9% | +86.2% | +81.8% |
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 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