+85.2%
F vs BNS
+187.0%
-101.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.5% |
| 7D | -3.7% | -2.2% | -1.5% | -1.9% |
| 30D | -0.7% | +4.5% | -5.2% | -4.7% |
| 3M | -1.9% | +14.9% | -16.8% | -13.2% |
| 6M | +16.1% | +32.5% | -16.4% | -9.1% |
| YTD | +9.5% | +28.6% | -19.2% | -12.3% |
| 1Y | +27.2% | +48.4% | -21.2% | -9.8% |
| 3Y | +36.3% | +130.8% | -94.5% | -35.0% |
| 5Y | +49.3% | +94.8% | -45.5% | -16.6% |
| All | +85.2% | +187.0% | -101.8% | -23.5% |
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 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