+80.3%
BNS vs RACE
+69.7%
+10.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +4.7% | +6.6% | -1.9% | +3.1% |
| 3M | +5.5% | +2.2% | +3.3% | +4.9% |
| 6M | +21.7% | +22.4% | -0.7% | +15.3% |
| YTD | +29.5% | +13.8% | +15.7% | +24.4% |
| 1Y | +41.9% | +2.2% | +39.7% | +40.0% |
| 3Y | +148.5% | +25.6% | +122.9% | +119.5% |
| 5Y | +80.3% | +71.0% | +9.3% | +34.1% |
| All | +80.3% | +69.7% | +10.6% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling