+19.2%
UL vs BNS
+92.5%
-73.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -4.1% | -2.2% | -1.9% | -3.5% |
| 30D | -1.2% | +4.5% | -5.7% | -2.5% |
| 3M | +6.0% | +14.9% | -8.9% | +1.8% |
| 6M | -5.5% | +32.5% | -38.0% | -12.8% |
| YTD | -3.3% | +28.6% | -31.9% | -10.2% |
| 1Y | -9.8% | +48.4% | -58.2% | -19.6% |
| 3Y | +20.1% | +130.8% | -110.7% | -6.6% |
| 5Y | +19.2% | +94.8% | -75.6% | -0.2% |
| All | +19.2% | +92.5% | -73.3% | -0.2% |
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