+258.5%
BNS vs URA
-52.4%
+310.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | +0.9% | -1.5% | +2.5% | +1.3% |
| 30D | +2.8% | -10.4% | +13.2% | +5.6% |
| 3M | +3.0% | -29.6% | +32.6% | +12.4% |
| 6M | +23.3% | -40.3% | +63.5% | +39.5% |
| YTD | +29.3% | -25.5% | +54.8% | +35.6% |
| 1Y | +41.7% | -26.4% | +68.1% | +48.5% |
| 3Y | +147.7% | +31.4% | +116.3% | +109.4% |
| 5Y | +79.4% | +28.6% | +50.8% | +46.4% |
| 10Y | +188.5% | +260.9% | -72.4% | +50.7% |
| All | +258.5% | -52.4% | +310.9% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling