+94.9%
BNS vs BTG
+78.0%
+16.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | -3.8% | +3.4% | 0.0% |
| 30D | +3.5% | +3.6% | -0.2% | +2.9% |
| 3M | +14.1% | +32.0% | -18.0% | +9.8% |
| 6M | +33.8% | +3.4% | +30.4% | +31.9% |
| YTD | +29.5% | +20.8% | +8.7% | +24.6% |
| 1Y | +48.4% | +22.4% | +26.0% | +41.5% |
| 3Y | +129.6% | +91.7% | +37.9% | +100.7% |
| All | +94.9% | +78.0% | +16.9% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling