+40.3%
RUN vs BNS
+188.9%
-148.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.5% |
| 7D | -3.7% | -0.4% | -3.3% | -3.4% |
| 30D | -13.0% | +3.5% | -16.5% | -16.4% |
| 3M | -31.8% | +14.1% | -45.9% | -41.2% |
| 6M | -32.2% | +33.8% | -66.0% | -50.7% |
| YTD | -53.5% | +29.5% | -82.9% | -64.6% |
| 1Y | -46.5% | +48.4% | -94.9% | -64.9% |
| 3Y | -37.6% | +129.6% | -167.2% | -72.9% |
| 5Y | -80.9% | +96.1% | -176.9% | -90.4% |
| All | +40.3% | +188.9% | -148.6% | -46.2% |
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