+267.4%
RTX vs BNS
+187.6%
+79.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +4.8% | +0.9% | +3.8% | +4.2% |
| 30D | +6.5% | +2.8% | +3.7% | +4.5% |
| 3M | -9.6% | +3.0% | -12.6% | -11.9% |
| 6M | +12.3% | +23.3% | -10.9% | -3.0% |
| YTD | +9.5% | +29.3% | -19.9% | -8.8% |
| 1Y | +15.8% | +41.7% | -25.8% | -9.3% |
| 3Y | +157.0% | +147.7% | +9.3% | +33.1% |
| 5Y | +148.8% | +79.4% | +69.4% | +60.4% |
| All | +267.4% | +187.6% | +79.8% | +68.2% |
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