+102.9%
BNS vs ADVB
-88.8%
+191.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.1% |
| 7D | +1.8% | -14.0% | +15.8% | +1.8% |
| 30D | +4.5% | +41.0% | -36.5% | +4.6% |
| 3M | +15.8% | +127.9% | -112.1% | +15.8% |
| 6M | +31.5% | +101.3% | -69.9% | +31.4% |
| YTD | +28.6% | +53.8% | -25.2% | +28.7% |
| 1Y | +48.2% | +4.4% | +43.8% | +48.6% |
| All | +102.9% | -88.8% | +191.6% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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