+193.7%
BNS vs URA
+272.2%
-78.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.2% |
| 7D | +1.0% | +4.5% | -3.5% | -0.2% |
| 30D | +2.7% | -13.4% | +16.2% | +6.1% |
| 3M | +3.5% | -28.4% | +31.9% | +11.5% |
| 6M | +22.1% | -40.5% | +62.5% | +36.5% |
| YTD | +29.5% | -24.3% | +53.8% | +34.6% |
| 1Y | +40.7% | -28.8% | +69.5% | +48.0% |
| 3Y | +148.6% | +37.6% | +111.0% | +109.8% |
| 5Y | +79.6% | +30.7% | +48.9% | +48.4% |
| All | +193.7% | +272.2% | -78.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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