+94.9%
BNS vs JAAA
+26.5%
+68.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.5% | +0.5% | +2.9% | +2.9% |
| 3M | +14.1% | +1.3% | +12.8% | +12.7% |
| 6M | +33.8% | +2.8% | +31.0% | +30.3% |
| YTD | +29.5% | +3.3% | +26.2% | +25.5% |
| 1Y | +48.4% | +4.9% | +43.5% | +41.8% |
| 3Y | +129.6% | +19.0% | +110.6% | +105.0% |
| All | +94.9% | +26.5% | +68.4% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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