+49.1%
D vs BNS
+187.6%
-138.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.7% |
| 30D | +7.7% | +2.8% | +5.0% | +6.6% |
| 3M | -0.3% | +3.0% | -3.3% | -1.6% |
| 6M | +10.1% | +23.3% | -13.2% | +1.3% |
| YTD | +19.1% | +29.3% | -10.3% | +7.3% |
| 1Y | +15.9% | +41.7% | -25.8% | +0.8% |
| 3Y | +75.0% | +147.7% | -72.7% | +21.7% |
| 5Y | +13.4% | +79.4% | -66.0% | -12.1% |
| All | +49.1% | +187.6% | -138.5% | -13.0% |
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