+185.0%
BNS vs FIVE
+483.6%
-298.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 7D | -2.2% | +0.6% | -2.7% | -2.3% |
| 30D | +4.5% | +3.0% | +1.5% | +3.8% |
| 3M | +14.9% | +23.2% | -8.3% | +10.5% |
| 6M | +32.5% | +9.2% | +23.3% | +29.3% |
| YTD | +28.6% | +28.1% | +0.5% | +21.9% |
| 1Y | +48.4% | +65.3% | -16.9% | +34.1% |
| 3Y | +130.8% | +49.4% | +81.4% | +103.9% |
| 5Y | +94.8% | +29.5% | +65.3% | +71.3% |
| All | +185.0% | +483.6% | -298.6% | +95.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling