+87.5%
ES vs BNS
+179.9%
-92.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.5% |
| 30D | -1.0% | +4.0% | -5.0% | -2.6% |
| 3M | +1.5% | +13.8% | -12.3% | -3.6% |
| 6M | -3.5% | +32.7% | -36.2% | -13.4% |
| YTD | +7.0% | +27.6% | -20.6% | -2.9% |
| 1Y | +15.3% | +47.4% | -32.1% | -0.9% |
| 3Y | +30.2% | +129.0% | -98.8% | -5.6% |
| 5Y | -4.3% | +92.7% | -97.0% | -27.3% |
| 10Y | +87.5% | +182.1% | -94.6% | +11.6% |
| All | +87.5% | +179.9% | -92.4% | +11.6% |
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