+94.9%
BNS vs FIVE
+38.7%
+56.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | +1.8% | +3.7% | -1.9% | +1.4% |
| 30D | +4.5% | +4.0% | +0.5% | +4.0% |
| 3M | +15.8% | +36.2% | -20.5% | +11.8% |
| 6M | +31.5% | +18.0% | +13.5% | +28.5% |
| YTD | +28.6% | +34.9% | -6.3% | +23.7% |
| 1Y | +48.2% | +67.9% | -19.7% | +38.8% |
| 3Y | +130.8% | +57.3% | +73.5% | +115.1% |
| 5Y | +94.9% | +39.5% | +55.4% | +79.9% |
| All | +94.9% | +38.7% | +56.2% | +79.9% |
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 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