+22.7%
DIS vs BNS
+187.0%
-164.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | -1.3% | -2.2% | +0.9% | +0.1% |
| 30D | +2.2% | +4.5% | -2.3% | -0.9% |
| 3M | +8.1% | +14.9% | -6.8% | -1.5% |
| 6M | +5.2% | +32.5% | -27.2% | -12.5% |
| YTD | -6.3% | +28.6% | -34.9% | -20.9% |
| 1Y | -7.3% | +48.4% | -55.6% | -28.7% |
| 3Y | +33.8% | +130.8% | -97.0% | -24.3% |
| 5Y | -40.7% | +94.8% | -135.5% | -62.6% |
| All | +22.7% | +187.0% | -164.4% | -39.3% |
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