+750.3%
NVT vs BNS
+135.3%
+615.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +4.0% | +4.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.4% |
| 30D | -5.1% | +3.5% | -8.6% | -8.3% |
| 3M | -1.2% | +14.1% | -15.2% | -12.3% |
| 6M | +46.6% | +33.8% | +12.8% | +13.1% |
| YTD | +60.0% | +29.5% | +30.5% | +26.8% |
| 1Y | +70.8% | +48.4% | +22.4% | +20.0% |
| 3Y | +187.5% | +129.6% | +57.9% | +34.6% |
| 5Y | +426.1% | +96.1% | +330.1% | +179.6% |
| All | +750.3% | +135.3% | +615.0% | +270.5% |
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