+244.8%
BNS vs RACE
+647.6%
-402.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.8% | -0.6% |
| 7D | +1.5% | -2.5% | +4.1% | +2.4% |
| 30D | +6.0% | +0.8% | +5.2% | +5.6% |
| 3M | +16.3% | +17.2% | -0.8% | +10.1% |
| 6M | +28.8% | +13.6% | +15.2% | +22.6% |
| YTD | +30.0% | +12.2% | +17.8% | +23.7% |
| 1Y | +50.7% | -16.3% | +67.0% | +56.7% |
| 3Y | +125.4% | +36.4% | +88.9% | +90.8% |
| 5Y | +94.2% | +95.0% | -0.7% | +40.8% |
| 10Y | +182.8% | +813.2% | -630.4% | +18.4% |
| All | +244.8% | +647.6% | -402.8% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling