-9.5%
M vs BNS
+188.0%
-197.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.4% |
| 7D | +0.6% | +1.0% | -0.4% | -0.3% |
| 30D | +7.0% | +2.7% | +4.3% | +4.4% |
| 3M | +3.1% | +3.5% | -0.3% | -1.2% |
| 6M | +33.5% | +22.1% | +11.4% | +7.1% |
| YTD | +13.4% | +29.5% | -16.1% | -15.0% |
| 1Y | +22.4% | +40.7% | -18.3% | -16.0% |
| 3Y | +150.9% | +148.6% | +2.3% | -7.2% |
| 5Y | -3.0% | +79.6% | -82.7% | -48.7% |
| All | -9.5% | +188.0% | -197.5% | -71.5% |
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