+74.3%
F vs BNS
+183.7%
-109.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.1% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | +2.1% | +4.7% | -2.6% | -1.9% |
| 3M | -10.3% | +5.5% | -15.8% | -14.8% |
| 6M | +3.3% | +21.7% | -18.4% | -13.4% |
| YTD | -2.0% | +29.5% | -31.4% | -22.2% |
| 1Y | -2.3% | +41.9% | -44.2% | -28.4% |
| 3Y | +49.9% | +148.5% | -98.6% | -33.2% |
| 5Y | -12.5% | +80.3% | -92.7% | -48.1% |
| 10Y | +74.3% | +184.7% | -110.5% | -28.8% |
| All | +74.3% | +183.7% | -109.5% | -28.8% |
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