+94.8%
BNS vs USFR
+20.4%
+74.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.1% |
| 30D | +4.5% | +0.3% | +4.2% | +4.9% |
| 3M | +14.9% | +1.0% | +13.9% | +16.5% |
| 6M | +32.5% | +1.9% | +30.6% | +36.0% |
| YTD | +28.6% | +2.7% | +25.9% | +33.0% |
| 1Y | +48.4% | +4.0% | +44.4% | +55.3% |
| 3Y | +130.8% | +14.1% | +116.7% | +177.9% |
| 5Y | +94.8% | +20.5% | +74.3% | +196.2% |
| All | +94.8% | +20.4% | +74.4% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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