+75.8%
BND vs BNS
+377.0%
-301.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -0.1% | -1.3% | +1.1% | -0.1% |
| 30D | -0.2% | +4.0% | -4.2% | -0.3% |
| 3M | -0.7% | +13.8% | -14.5% | -0.8% |
| 6M | -1.7% | +32.7% | -34.3% | -1.8% |
| YTD | -0.5% | +27.6% | -28.1% | -0.7% |
| 1Y | +0.4% | +47.4% | -47.0% | +0.1% |
| 3Y | +13.1% | +129.0% | -115.8% | +12.7% |
| 5Y | -2.1% | +92.7% | -94.8% | -2.5% |
| 10Y | +15.7% | +182.1% | -166.4% | +15.2% |
| All | +75.8% | +377.0% | -301.1% | +74.8% |
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 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