+134.2%
DTE vs BNS
+188.9%
-54.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -4.4% | +3.5% | -7.9% | -6.1% |
| 3M | -8.3% | +14.1% | -22.4% | -14.3% |
| 6M | -8.1% | +33.8% | -41.9% | -20.7% |
| YTD | +4.4% | +29.5% | -25.0% | -8.7% |
| 1Y | +0.2% | +48.4% | -48.2% | -18.3% |
| 3Y | +42.6% | +129.6% | -87.0% | -8.2% |
| 5Y | +31.5% | +96.1% | -64.6% | -10.3% |
| All | +134.2% | +188.9% | -54.7% | +16.6% |
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