+35.6%
D vs BNS
+184.7%
-149.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -0.4% | -1.3% | +0.8% | 0.0% |
| 30D | -2.1% | +4.0% | -6.1% | -3.6% |
| 3M | -0.7% | +13.8% | -14.5% | -5.8% |
| 6M | +5.6% | +32.7% | -27.1% | -5.5% |
| YTD | +14.6% | +27.6% | -13.0% | +3.9% |
| 1Y | +15.3% | +47.4% | -32.1% | -1.2% |
| 3Y | +59.1% | +129.0% | -69.9% | +13.9% |
| 5Y | +3.9% | +92.7% | -88.8% | -21.7% |
| All | +35.6% | +184.7% | -149.1% | -22.3% |
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