+1,614.5%
BTI vs BNS
+1,463.9%
+150.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -4.8% | +4.0% | -8.8% | -6.5% |
| 3M | -8.1% | +13.8% | -21.9% | -13.1% |
| 6M | -4.2% | +32.7% | -36.9% | -15.0% |
| YTD | -1.3% | +27.6% | -28.9% | -11.1% |
| 1Y | +2.1% | +47.4% | -45.3% | -13.3% |
| 3Y | +108.9% | +129.0% | -20.1% | +46.9% |
| 5Y | +114.5% | +92.7% | +21.8% | +59.9% |
| 10Y | +72.2% | +182.1% | -109.8% | +7.4% |
| All | +1,614.5% | +1,463.9% | +150.6% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling