+1,469.0%
BNS vs RVTY
+1,083.3%
+385.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +4.5% | +10.8% | -6.3% | +1.4% |
| 3M | +15.8% | +26.8% | -11.0% | +7.8% |
| 6M | +31.5% | +39.3% | -7.8% | +18.6% |
| YTD | +28.6% | +31.6% | -3.0% | +17.3% |
| 1Y | +48.2% | +47.7% | +0.5% | +30.1% |
| 3Y | +130.8% | +19.9% | +110.9% | +108.1% |
| 5Y | +94.9% | -32.3% | +127.2% | +103.6% |
| 10Y | +179.6% | +138.4% | +41.1% | +92.5% |
| All | +1,469.0% | +1,083.3% | +385.7% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling