+274.5%
IR vs BNS
+167.7%
+106.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.3% |
| 7D | -3.1% | -2.2% | -0.9% | -1.4% |
| 30D | -14.0% | +4.5% | -18.5% | -17.4% |
| 3M | +3.7% | +14.9% | -11.2% | -7.8% |
| 6M | -15.4% | +32.5% | -47.9% | -32.9% |
| YTD | -7.7% | +28.6% | -36.3% | -25.1% |
| 1Y | -8.8% | +48.4% | -57.2% | -34.1% |
| 3Y | +5.6% | +130.8% | -125.2% | -47.8% |
| 5Y | +34.3% | +94.8% | -60.5% | -23.9% |
| All | +274.5% | +167.7% | +106.8% | +59.2% |
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