+375.1%
META vs BNS
+177.9%
+197.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +6.0% | +1.8% | +4.2% | +5.0% |
| 30D | +3.6% | +4.5% | -0.9% | +0.9% |
| 3M | +4.9% | +15.8% | -10.9% | -3.7% |
| 6M | -4.7% | +31.5% | -36.2% | -18.6% |
| YTD | -6.9% | +28.6% | -35.5% | -19.5% |
| 1Y | -18.2% | +48.2% | -66.4% | -34.7% |
| 3Y | +107.8% | +130.8% | -23.0% | +27.1% |
| 5Y | +63.9% | +94.9% | -31.0% | +11.2% |
| 10Y | +375.1% | +179.6% | +195.5% | +163.6% |
| All | +375.1% | +177.9% | +197.1% | +163.6% |
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