+20.4%
BTDR vs BNS
+94.7%
-74.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.3% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | +32.6% | +3.5% | +29.1% | +29.2% |
| 3M | -32.2% | +14.1% | -46.3% | -38.1% |
| 6M | +52.4% | +33.8% | +18.6% | +26.2% |
| YTD | +6.7% | +29.5% | -22.8% | -9.7% |
| 1Y | -15.2% | +48.4% | -63.6% | -33.5% |
| 3Y | +14.9% | +129.6% | -114.7% | -24.3% |
| All | +20.4% | +94.7% | -74.2% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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