+1,469.0%
BNS vs BG
+808.3%
+660.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -2.2% | +3.7% | -5.9% | -3.2% |
| 30D | +4.5% | +12.3% | -7.9% | +1.0% |
| 3M | +14.9% | -2.2% | +17.1% | +15.0% |
| 6M | +32.5% | +5.3% | +27.1% | +29.2% |
| YTD | +28.6% | +42.4% | -13.8% | +14.7% |
| 1Y | +48.4% | +55.2% | -6.8% | +28.4% |
| 3Y | +130.8% | +21.0% | +109.8% | +110.5% |
| 5Y | +94.8% | +87.1% | +7.7% | +52.4% |
| 10Y | +184.3% | +169.8% | +14.5% | +86.7% |
| All | +1,469.0% | +808.3% | +660.7% | +771.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling