-8.1%
M vs BNS
+187.6%
-195.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.7% |
| 7D | +7.0% | +0.9% | +6.1% | +6.1% |
| 30D | +8.9% | +2.8% | +6.1% | +6.3% |
| 3M | +4.5% | +3.0% | +1.5% | +0.6% |
| 6M | +36.2% | +23.3% | +12.9% | +8.1% |
| YTD | +15.1% | +29.3% | -14.2% | -13.6% |
| 1Y | +27.4% | +41.7% | -14.2% | -13.2% |
| 3Y | +160.1% | +147.7% | +12.4% | -3.4% |
| 5Y | -1.6% | +79.4% | -81.0% | -47.9% |
| All | -8.1% | +187.6% | -195.7% | -71.1% |
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