-20.9%
RMD vs BNS
+94.7%
-115.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -3.1% | +3.5% | -6.6% | -4.7% |
| 3M | +13.8% | +14.1% | -0.3% | +6.9% |
| 6M | -8.6% | +33.8% | -42.4% | -20.2% |
| YTD | -8.6% | +29.5% | -38.1% | -19.2% |
| 1Y | -19.7% | +48.4% | -68.1% | -33.3% |
| 3Y | +48.4% | +129.6% | -81.2% | -1.3% |
| All | -20.9% | +94.7% | -115.6% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling