+93.0%
BNS vs VSXY
+33.4%
+59.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +4.5% | -22.1% | +26.5% | +6.5% |
| 3M | +14.9% | -1.1% | +16.0% | +14.5% |
| 6M | +32.5% | +53.8% | -21.4% | +25.6% |
| YTD | +28.6% | +35.5% | -6.9% | +22.8% |
| 1Y | +48.4% | +186.0% | -137.6% | +31.3% |
| 3Y | +130.8% | +343.2% | -212.4% | +84.7% |
| 5Y | +94.8% | +19.0% | +75.8% | +74.6% |
| All | +93.0% | +33.4% | +59.6% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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