-2.7%
BND vs BNS
+94.7%
-97.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -1.1% | +3.5% | -4.6% | -1.4% |
| 3M | -1.9% | +14.1% | -15.9% | -2.8% |
| 6M | -1.6% | +33.8% | -35.4% | -3.7% |
| YTD | -1.2% | +29.5% | -30.7% | -3.1% |
| 1Y | -0.7% | +48.4% | -49.1% | -3.6% |
| 3Y | +12.5% | +129.6% | -117.1% | +5.9% |
| All | -2.7% | +94.7% | -97.3% | -7.9% |
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