+228.2%
TER vs BNS
+93.4%
+134.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.8% |
| 7D | +12.4% | -1.3% | +13.6% | +13.5% |
| 30D | +5.1% | +4.0% | +1.1% | +1.0% |
| 3M | +4.0% | +13.8% | -9.8% | -8.1% |
| 6M | +29.5% | +32.7% | -3.1% | +0.9% |
| YTD | +98.5% | +27.6% | +70.9% | +59.8% |
| 1Y | +234.1% | +47.4% | +186.7% | +138.4% |
| 3Y | +289.0% | +129.0% | +160.0% | +86.9% |
| 5Y | +228.2% | +92.7% | +135.5% | +91.5% |
| All | +228.2% | +93.4% | +134.8% | +91.5% |
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 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