-35.7%
U vs BNS
+204.3%
-240.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.9% |
| 7D | +5.5% | -0.4% | +5.9% | +5.9% |
| 30D | -1.3% | +3.5% | -4.7% | -5.0% |
| 3M | +64.6% | +14.1% | +50.5% | +43.6% |
| 6M | +119.4% | +33.8% | +85.6% | +62.5% |
| YTD | -0.5% | +29.5% | -29.9% | -23.2% |
| 1Y | +1.3% | +48.4% | -47.1% | -31.8% |
| 3Y | +15.6% | +129.6% | -114.0% | -49.3% |
| 5Y | -67.5% | +96.1% | -163.5% | -82.3% |
| All | -35.7% | +204.3% | -240.0% | -55.0% |
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 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