+193.4%
BNS vs RVTY
+211.6%
-18.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.3% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +2.8% | +1.5% | +1.2% | +2.2% |
| 3M | +3.0% | +31.5% | -28.5% | -4.5% |
| 6M | +23.3% | +62.7% | -39.4% | +7.6% |
| YTD | +29.3% | +60.0% | -30.6% | +12.4% |
| 1Y | +41.7% | +65.7% | -24.0% | +21.7% |
| 3Y | +147.7% | +85.2% | +62.5% | +98.6% |
| 5Y | +79.4% | -14.9% | +94.3% | +78.6% |
| All | +193.4% | +211.6% | -18.2% | +74.9% |
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