+190.9%
BNS vs FIVE
+535.9%
-345.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +5.1% | +17.4% | -12.3% | +2.3% |
| 3M | +6.0% | +7.0% | -1.1% | +4.5% |
| 6M | +23.4% | +20.5% | +2.9% | +18.6% |
| YTD | +30.4% | +33.1% | -2.7% | +22.7% |
| 1Y | +44.0% | +67.1% | -23.1% | +30.0% |
| 3Y | +150.3% | +41.9% | +108.4% | +123.9% |
| 5Y | +83.0% | +21.1% | +62.0% | +64.1% |
| 10Y | +190.9% | +518.8% | -327.9% | +95.4% |
| All | +190.9% | +535.9% | -345.0% | +95.4% |
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