+186.9%
BNS vs BG
+166.7%
+20.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -0.4% | +3.1% | -3.5% | -1.2% |
| 30D | +3.5% | +10.2% | -6.8% | +0.7% |
| 3M | +14.1% | -1.7% | +15.7% | +14.0% |
| 6M | +33.8% | +1.0% | +32.8% | +32.2% |
| YTD | +29.5% | +39.9% | -10.5% | +16.6% |
| 1Y | +48.4% | +53.2% | -4.8% | +29.6% |
| 3Y | +129.6% | +16.3% | +113.3% | +113.5% |
| 5Y | +96.1% | +83.9% | +12.2% | +53.2% |
| All | +186.9% | +166.7% | +20.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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