+1,802.9%
TER vs BNS
+187.0%
+1,615.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -4.1% |
| 7D | +9.4% | -2.2% | +11.6% | +11.2% |
| 30D | -2.4% | +4.5% | -6.9% | -6.1% |
| 3M | +6.5% | +14.9% | -8.3% | -4.8% |
| 6M | +23.2% | +32.5% | -9.3% | -0.4% |
| YTD | +91.5% | +28.6% | +62.9% | +58.4% |
| 1Y | +214.8% | +48.4% | +166.4% | +133.8% |
| 3Y | +275.3% | +130.8% | +144.5% | +97.4% |
| 5Y | +211.9% | +94.8% | +117.1% | +87.4% |
| All | +1,802.9% | +187.0% | +1,615.9% | +821.5% |
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