+182.1%
BNS vs RACE
+783.2%
-601.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.3% | -2.6% | +1.4% | -0.5% |
| 30D | +4.0% | -1.1% | +5.1% | +4.2% |
| 3M | +13.8% | +12.5% | +1.3% | +9.2% |
| 6M | +32.7% | +17.4% | +15.2% | +25.1% |
| YTD | +27.6% | +10.1% | +17.5% | +22.2% |
| 1Y | +47.4% | -15.1% | +62.5% | +52.5% |
| 3Y | +129.0% | +38.9% | +90.1% | +91.9% |
| 5Y | +92.7% | +90.7% | +2.0% | +39.9% |
| 10Y | +182.1% | +801.8% | -619.8% | +29.4% |
| All | +182.1% | +783.2% | -601.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling