+80.7%
BNS vs FIVE
+19.1%
+61.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +1.2% |
| 7D | -0.8% | +6.2% | -7.0% | -1.4% |
| 30D | +5.5% | +18.2% | -12.6% | +3.6% |
| 3M | +6.0% | +3.8% | +2.2% | +5.4% |
| 6M | +22.6% | +13.7% | +8.9% | +20.3% |
| YTD | +30.5% | +34.7% | -4.3% | +25.3% |
| 1Y | +44.1% | +66.6% | -22.5% | +35.1% |
| 3Y | +150.8% | +44.3% | +106.5% | +137.3% |
| 5Y | +80.7% | +18.8% | +61.9% | +70.1% |
| All | +80.7% | +19.1% | +61.5% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling