-35.5%
DOW vs BNS
+92.5%
-128.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.3% |
| 30D | -4.1% | +4.5% | -8.6% | -6.4% |
| 3M | -12.4% | +14.9% | -27.3% | -19.2% |
| 6M | -10.6% | +32.5% | -43.1% | -24.9% |
| YTD | +31.1% | +28.6% | +2.5% | +11.7% |
| 1Y | +30.5% | +48.4% | -17.8% | +0.9% |
| 3Y | -34.4% | +130.8% | -165.2% | -62.7% |
| 5Y | -35.5% | +94.8% | -130.3% | -61.5% |
| All | -35.5% | +92.5% | -128.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling