-14.8%
REPL vs BNS
+144.1%
-158.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.8% |
| 7D | -14.1% | -0.4% | -13.7% | -13.9% |
| 30D | -15.2% | +3.5% | -18.7% | -16.8% |
| 3M | +49.9% | +14.1% | +35.8% | +38.2% |
| 6M | +63.5% | +33.8% | +29.8% | +35.4% |
| YTD | +32.9% | +29.5% | +3.5% | +11.7% |
| 1Y | +115.0% | +48.4% | +66.6% | +66.7% |
| 3Y | -34.7% | +129.6% | -164.3% | -62.5% |
| 5Y | -59.7% | +96.1% | -155.7% | -74.9% |
| All | -14.8% | +144.1% | -158.8% | -57.7% |
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