-4.0%
M vs BNS
+188.9%
-192.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.1% | +7.0% |
| 7D | -4.2% | -0.4% | -3.8% | -3.8% |
| 30D | -7.2% | +3.5% | -10.6% | -11.0% |
| 3M | -11.1% | +14.1% | -25.2% | -23.4% |
| 6M | +28.8% | +33.8% | -5.0% | -6.1% |
| YTD | +2.0% | +29.5% | -27.4% | -23.3% |
| 1Y | +31.3% | +48.4% | -17.2% | -14.5% |
| 3Y | +119.1% | +129.6% | -10.5% | -11.3% |
| 5Y | +29.7% | +96.1% | -66.4% | -37.3% |
| All | -4.0% | +188.9% | -192.9% | -66.9% |
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