+481.9%
NYT vs BNS
+188.9%
+293.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.4% |
| 30D | +4.6% | +3.5% | +1.1% | +3.1% |
| 3M | -9.6% | +14.1% | -23.6% | -14.5% |
| 6M | -14.0% | +33.8% | -47.8% | -23.8% |
| YTD | -2.8% | +29.5% | -32.3% | -12.9% |
| 1Y | +15.6% | +48.4% | -32.8% | -2.0% |
| 3Y | +56.3% | +129.6% | -73.3% | +9.4% |
| 5Y | +39.5% | +96.1% | -56.6% | +3.3% |
| All | +481.9% | +188.9% | +293.1% | +275.7% |
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