+45.0%
REPL vs BNS
+144.2%
-99.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +9.8% | +1.0% | +8.8% | +9.2% |
| 30D | +81.5% | +2.7% | +78.8% | +79.0% |
| 3M | +44.2% | +3.5% | +40.7% | +41.3% |
| 6M | +437.4% | +22.1% | +415.3% | +375.3% |
| YTD | +126.1% | +29.5% | +96.6% | +89.7% |
| 1Y | +143.1% | +40.7% | +102.4% | +93.9% |
| 3Y | +97.8% | +148.6% | -50.7% | +8.1% |
| 5Y | -34.3% | +79.6% | -113.9% | -56.6% |
| All | +45.0% | +144.2% | -99.2% | -28.1% |
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