+258.5%
BN vs BNS
+188.9%
+69.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | -0.2% |
| 7D | -5.2% | -0.4% | -4.8% | -4.8% |
| 30D | -14.5% | +3.5% | -17.9% | -17.5% |
| 3M | -15.0% | +14.1% | -29.1% | -25.4% |
| 6M | -5.4% | +33.8% | -39.2% | -28.4% |
| YTD | -16.4% | +29.5% | -45.9% | -34.9% |
| 1Y | -16.2% | +48.4% | -64.7% | -42.7% |
| 3Y | +67.5% | +129.6% | -62.1% | -24.2% |
| 5Y | +34.1% | +96.1% | -61.9% | -29.5% |
| All | +258.5% | +188.9% | +69.6% | +30.2% |
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