+186.9%
BNS vs BTG
+159.3%
+27.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | -3.8% | +3.4% | -0.1% |
| 30D | +3.5% | +3.6% | -0.2% | +3.1% |
| 3M | +14.1% | +32.0% | -18.0% | +11.2% |
| 6M | +33.8% | +3.4% | +30.4% | +32.5% |
| YTD | +29.5% | +20.8% | +8.7% | +26.4% |
| 1Y | +48.4% | +22.4% | +26.0% | +44.2% |
| 3Y | +129.6% | +91.7% | +37.9% | +112.9% |
| 5Y | +96.1% | +79.0% | +17.1% | +81.4% |
| All | +186.9% | +159.3% | +27.6% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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