+51.1%
BNS vs FIVE
+63.3%
-12.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.7% | -3.7% | +2.4% |
| 7D | +2.0% | +7.5% | -5.5% | +1.4% |
| 30D | +7.8% | +16.7% | -8.9% | +6.6% |
| 3M | +11.7% | +13.4% | -1.7% | +10.3% |
| 6M | +28.2% | +9.0% | +19.2% | +27.3% |
| YTD | +34.8% | +33.8% | +1.0% | +30.9% |
| 1Y | +51.1% | +61.2% | -10.1% | +42.9% |
| All | +51.1% | +63.3% | -12.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling