+67.3%
F vs BNS
+187.6%
-120.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | +0.9% | -4.0% | -3.8% |
| 30D | 0.0% | +2.8% | -2.7% | -2.4% |
| 3M | -13.2% | +3.0% | -16.2% | -15.9% |
| 6M | -10.2% | +23.3% | -33.5% | -25.4% |
| YTD | -4.9% | +29.3% | -34.3% | -24.5% |
| 1Y | -6.1% | +41.7% | -47.8% | -31.1% |
| 3Y | +46.0% | +147.7% | -101.8% | -34.8% |
| 5Y | -15.7% | +79.4% | -95.1% | -49.8% |
| All | +67.3% | +187.6% | -120.3% | -35.5% |
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