+239.8%
RF vs BNS
+183.7%
+56.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | 0.0% |
| 7D | +0.3% | -1.1% | +1.4% | +1.3% |
| 30D | +6.2% | +4.7% | +1.5% | +1.2% |
| 3M | -7.8% | +5.5% | -13.4% | -13.4% |
| 6M | +5.9% | +21.7% | -15.7% | -14.0% |
| YTD | +9.0% | +29.5% | -20.4% | -17.2% |
| 1Y | +19.3% | +41.9% | -22.7% | -17.7% |
| 3Y | +116.4% | +148.5% | -32.1% | -17.9% |
| 5Y | +46.0% | +80.3% | -34.2% | -22.4% |
| 10Y | +239.8% | +184.7% | +55.1% | +40.0% |
| All | +239.8% | +183.7% | +56.1% | +40.0% |
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