+155.8%
EXC vs BNS
+188.9%
-33.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -3.6% | +3.5% | -7.1% | -5.3% |
| 3M | -4.3% | +14.1% | -18.3% | -10.2% |
| 6M | -9.9% | +33.8% | -43.7% | -21.7% |
| YTD | +1.8% | +29.5% | -27.7% | -10.4% |
| 1Y | +2.9% | +48.4% | -45.5% | -15.3% |
| 3Y | +19.1% | +129.6% | -110.5% | -22.1% |
| 5Y | +44.8% | +96.1% | -51.2% | +0.8% |
| All | +155.8% | +188.9% | -33.1% | +25.8% |
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 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