+71.4%
BTI vs BNS
+188.9%
-117.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -1.1% | +3.5% | -4.5% | -2.7% |
| 3M | -8.8% | +14.1% | -22.8% | -14.3% |
| 6M | -4.0% | +33.8% | -37.7% | -16.2% |
| YTD | +0.4% | +29.5% | -29.1% | -11.2% |
| 1Y | +1.9% | +48.4% | -46.5% | -15.2% |
| 3Y | +108.5% | +129.6% | -21.1% | +40.0% |
| 5Y | +118.5% | +96.1% | +22.5% | +56.1% |
| All | +71.4% | +188.9% | -117.5% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling