+20.3%
UL vs BNS
+130.5%
-110.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | +0.5% | +3.5% | -3.0% | -0.3% |
| 3M | +7.2% | +14.1% | -6.8% | +3.8% |
| 6M | -3.1% | +33.8% | -36.8% | -9.6% |
| YTD | -2.7% | +29.5% | -32.2% | -8.7% |
| 1Y | -10.2% | +48.4% | -58.6% | -18.5% |
| 3Y | +20.3% | +129.6% | -109.3% | -1.8% |
| All | +20.3% | +130.5% | -110.2% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling