+425.7%
META vs BNS
+186.8%
+238.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.1% |
| 7D | +5.7% | -0.8% | +6.5% | +6.2% |
| 30D | -10.8% | +5.5% | -16.3% | -13.4% |
| 3M | +8.4% | +6.0% | +2.4% | +4.7% |
| 6M | +5.4% | +22.6% | -17.2% | -6.4% |
| YTD | -2.6% | +30.5% | -33.0% | -16.5% |
| 1Y | +3.5% | +44.1% | -40.6% | -16.1% |
| 3Y | +102.0% | +150.8% | -48.8% | +17.9% |
| 5Y | +93.1% | +80.7% | +12.4% | +36.1% |
| 10Y | +425.7% | +185.2% | +240.5% | +176.2% |
| All | +425.7% | +186.8% | +238.8% | +176.2% |
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