+696.9%
P vs BNS
+179.9%
+517.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.5% |
| 7D | +5.0% | -1.3% | +6.3% | +6.0% |
| 30D | -0.9% | +4.0% | -4.9% | -3.7% |
| 3M | +38.7% | +13.8% | +24.9% | +26.6% |
| 6M | +54.4% | +32.7% | +21.7% | +26.1% |
| YTD | +44.8% | +27.6% | +17.2% | +21.8% |
| 1Y | +22.5% | +47.4% | -24.9% | -6.7% |
| 3Y | +148.2% | +129.0% | +19.3% | +37.8% |
| 5Y | +268.9% | +92.7% | +176.2% | +129.2% |
| 10Y | +696.9% | +182.1% | +514.8% | +347.9% |
| All | +696.9% | +179.9% | +517.0% | +347.9% |
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