+182.8%
BNS vs FIVE
+497.8%
-315.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | -1.3% | +1.7% | -2.9% | -1.6% |
| 30D | +4.0% | +5.0% | -1.0% | +3.0% |
| 3M | +13.8% | +29.5% | -15.7% | +8.5% |
| 6M | +32.7% | +12.4% | +20.3% | +28.9% |
| YTD | +27.6% | +31.2% | -3.6% | +20.5% |
| 1Y | +47.4% | +72.9% | -25.5% | +32.2% |
| 3Y | +129.0% | +53.0% | +76.0% | +101.5% |
| 5Y | +92.7% | +34.2% | +58.5% | +68.3% |
| All | +182.8% | +497.8% | -315.0% | +93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling