+94.8%
BNS vs URA
+121.8%
-27.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.5% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | +4.5% | -0.4% | +4.9% | +4.5% |
| 3M | +14.9% | +6.3% | +8.6% | +13.3% |
| 6M | +32.5% | -14.0% | +46.4% | +34.8% |
| YTD | +28.6% | +5.3% | +23.3% | +25.4% |
| 1Y | +48.4% | +11.7% | +36.7% | +41.7% |
| 3Y | +130.8% | +109.8% | +21.0% | +89.0% |
| 5Y | +94.8% | +108.0% | -13.2% | +54.8% |
| All | +94.8% | +121.8% | -27.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling