+186.9%
BNS vs RVTY
+145.6%
+41.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -0.4% | -4.5% | +4.1% | +0.8% |
| 30D | +3.5% | +5.5% | -2.0% | +1.9% |
| 3M | +14.1% | +22.5% | -8.5% | +7.8% |
| 6M | +33.8% | +38.9% | -5.1% | +21.6% |
| YTD | +29.5% | +28.7% | +0.7% | +19.5% |
| 1Y | +48.4% | +45.5% | +2.9% | +31.8% |
| 3Y | +129.6% | +16.4% | +113.2% | +110.0% |
| 5Y | +96.1% | -32.7% | +128.8% | +108.3% |
| All | +186.9% | +145.6% | +41.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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