+66.9%
DD vs BNS
+188.9%
-122.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.8% |
| 7D | -3.5% | -0.4% | -3.1% | -3.2% |
| 30D | -11.7% | +3.5% | -15.1% | -14.4% |
| 3M | -9.2% | +14.1% | -23.3% | -18.8% |
| 6M | -7.2% | +33.8% | -41.0% | -26.9% |
| YTD | +6.6% | +29.5% | -22.8% | -14.1% |
| 1Y | +32.0% | +48.4% | -16.4% | -4.8% |
| 3Y | +42.1% | +129.6% | -87.5% | -29.2% |
| 5Y | +58.1% | +96.1% | -38.0% | -10.4% |
| All | +66.9% | +188.9% | -122.0% | -26.6% |
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 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