+247.6%
DIA vs BNS
+188.9%
+58.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -2.0% | +3.5% | -5.5% | -4.0% |
| 3M | +3.6% | +14.1% | -10.4% | -3.9% |
| 6M | +11.5% | +33.8% | -22.3% | -5.4% |
| YTD | +10.4% | +29.5% | -19.1% | -4.9% |
| 1Y | +15.6% | +48.4% | -32.8% | -7.8% |
| 3Y | +58.9% | +129.6% | -70.7% | -2.4% |
| 5Y | +65.3% | +96.1% | -30.7% | +9.9% |
| All | +247.6% | +188.9% | +58.7% | +84.6% |
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