+252.3%
BNS vs FIVE
+868.1%
-615.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.9% |
| 7D | +1.5% | +4.3% | -2.7% | +0.9% |
| 30D | +6.0% | +12.5% | -6.6% | +3.9% |
| 3M | +16.3% | +31.2% | -14.9% | +11.2% |
| 6M | +28.8% | +14.4% | +14.4% | +25.1% |
| YTD | +30.0% | +33.9% | -3.9% | +23.1% |
| 1Y | +50.7% | +65.1% | -14.3% | +37.6% |
| 3Y | +125.4% | +49.0% | +76.4% | +101.3% |
| 5Y | +94.2% | +30.3% | +63.9% | +72.6% |
| 10Y | +182.8% | +481.1% | -298.3% | +94.5% |
| All | +252.3% | +868.1% | -615.8% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling