+133.2%
BNS vs FIVE
+57.9%
+75.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.5% |
| 7D | +1.5% | +4.3% | -2.7% | +1.2% |
| 30D | +6.0% | +12.5% | -6.6% | +5.0% |
| 3M | +16.3% | +31.2% | -14.9% | +14.0% |
| 6M | +28.8% | +14.4% | +14.4% | +27.1% |
| YTD | +30.0% | +33.9% | -3.9% | +26.8% |
| 1Y | +50.7% | +65.1% | -14.3% | +44.6% |
| All | +133.2% | +57.9% | +75.4% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling