+24.9%
DBX vs BNS
+130.2%
-105.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +2.1% | -0.4% | +2.5% | +2.3% |
| 30D | +5.7% | +3.5% | +2.3% | +3.9% |
| 3M | +31.8% | +14.1% | +17.7% | +23.4% |
| 6M | +37.5% | +33.8% | +3.7% | +18.5% |
| YTD | +27.9% | +29.5% | -1.5% | +11.8% |
| 1Y | +15.0% | +48.4% | -33.4% | -6.3% |
| 3Y | +27.2% | +129.6% | -102.4% | -18.2% |
| 5Y | +12.8% | +96.1% | -83.3% | -21.6% |
| All | +24.9% | +130.2% | -105.3% | -23.5% |
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