+363.0%
NDAQ vs BNS
+188.9%
+174.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.9% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -4.4% | +3.5% | -7.8% | -6.1% |
| 3M | +5.9% | +14.1% | -8.2% | -1.0% |
| 6M | +7.7% | +33.8% | -26.0% | -7.1% |
| YTD | -5.2% | +29.5% | -34.6% | -17.0% |
| 1Y | -3.4% | +48.4% | -51.8% | -21.1% |
| 3Y | +85.6% | +129.6% | -44.0% | +20.6% |
| 5Y | +49.5% | +96.1% | -46.6% | +3.9% |
| All | +363.0% | +188.9% | +174.2% | +153.4% |
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