+50.7%
O vs BNS
+188.9%
-138.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -4.5% | +3.5% | -8.0% | -6.6% |
| 3M | -2.6% | +14.1% | -16.7% | -10.1% |
| 6M | -5.6% | +33.8% | -39.4% | -20.5% |
| YTD | +9.3% | +29.5% | -20.2% | -6.5% |
| 1Y | +4.3% | +48.4% | -44.1% | -17.7% |
| 3Y | +27.4% | +129.6% | -102.2% | -23.3% |
| 5Y | +17.1% | +96.1% | -79.0% | -24.6% |
| All | +50.7% | +188.9% | -138.2% | -32.4% |
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