+634.6%
P vs BNS
+187.6%
+447.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +11.6% | +0.9% | +10.7% | +10.9% |
| 30D | -23.7% | +2.8% | -26.4% | -24.8% |
| 3M | -8.0% | +3.0% | -11.0% | -9.6% |
| 6M | +27.9% | +23.3% | +4.6% | +10.6% |
| YTD | +61.2% | +29.3% | +31.8% | +34.4% |
| 1Y | +28.6% | +41.7% | -13.1% | +0.8% |
| 3Y | +200.5% | +147.7% | +52.7% | +57.5% |
| 5Y | +282.9% | +79.4% | +203.6% | +150.2% |
| All | +634.6% | +187.6% | +447.0% | +266.2% |
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