+92.7%
BNS vs RVTY
-34.2%
+126.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.3% |
| 7D | -1.3% | -5.4% | +4.1% | -0.2% |
| 30D | +4.0% | +6.7% | -2.7% | +2.6% |
| 3M | +13.8% | +19.0% | -5.2% | +9.5% |
| 6M | +32.7% | +34.6% | -2.0% | +23.9% |
| YTD | +27.6% | +28.3% | -0.7% | +19.9% |
| 1Y | +47.4% | +46.0% | +1.4% | +34.0% |
| 3Y | +129.0% | +16.9% | +112.1% | +113.5% |
| 5Y | +92.7% | -32.9% | +125.6% | +99.4% |
| All | +92.7% | -34.2% | +126.9% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling