+90.2%
NTR vs BNS
+123.4%
-33.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | +16.8% | +3.5% | +13.3% | +13.5% |
| 3M | +20.7% | +14.1% | +6.7% | +9.1% |
| 6M | +0.5% | +33.8% | -33.2% | -19.8% |
| YTD | +29.2% | +29.5% | -0.3% | +5.3% |
| 1Y | +39.6% | +48.4% | -8.8% | +2.4% |
| 3Y | +37.9% | +129.6% | -91.7% | -29.5% |
| 5Y | +47.1% | +96.1% | -49.0% | -15.8% |
| All | +90.2% | +123.4% | -33.2% | -1.8% |
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