+447.1%
META vs BNS
+188.0%
+259.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.5% |
| 30D | -18.2% | +2.7% | -21.0% | -19.5% |
| 3M | +7.8% | +3.5% | +4.3% | +5.5% |
| 6M | +3.6% | +22.1% | -18.5% | -7.7% |
| YTD | -5.3% | +29.5% | -34.8% | -18.4% |
| 1Y | +2.7% | +40.7% | -38.0% | -15.5% |
| 3Y | +91.5% | +148.6% | -57.1% | +12.5% |
| 5Y | +84.7% | +79.6% | +5.1% | +30.7% |
| All | +447.1% | +188.0% | +259.1% | +180.1% |
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