+2,201.0%
DVA vs BNS
+1,463.9%
+737.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +2.0% | -1.3% | +3.3% | +2.5% |
| 30D | -0.4% | +4.0% | -4.4% | -1.8% |
| 3M | -7.7% | +13.8% | -21.5% | -12.0% |
| 6M | +20.0% | +32.7% | -12.7% | +8.4% |
| YTD | +61.1% | +27.6% | +33.5% | +47.2% |
| 1Y | +33.9% | +47.4% | -13.5% | +16.3% |
| 3Y | +91.5% | +129.0% | -37.4% | +41.7% |
| 5Y | +41.8% | +92.7% | -50.9% | +10.5% |
| 10Y | +187.5% | +182.1% | +5.4% | +93.0% |
| All | +2,201.0% | +1,463.9% | +737.2% | +836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling