-68.9%
U vs BNS
+92.5%
-161.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -2.0% |
| 7D | 0.0% | -2.2% | +2.2% | +2.4% |
| 30D | -4.1% | +4.5% | -8.6% | -9.6% |
| 3M | +57.8% | +14.9% | +42.9% | +32.3% |
| 6M | +103.5% | +32.5% | +71.1% | +42.5% |
| YTD | -4.8% | +28.6% | -33.4% | -30.3% |
| 1Y | -2.4% | +48.4% | -50.7% | -40.2% |
| 3Y | +11.7% | +130.8% | -119.1% | -61.0% |
| 5Y | -68.9% | +94.8% | -163.7% | -85.3% |
| All | -68.9% | +92.5% | -161.4% | -85.3% |
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