+540.0%
UL vs BNS
+1,476.3%
-936.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.3% | +1.8% | -3.1% | -2.0% |
| 30D | +0.9% | +4.5% | -3.6% | -0.9% |
| 3M | +14.2% | +15.8% | -1.5% | +8.0% |
| 6M | -3.2% | +31.5% | -34.7% | -12.6% |
| YTD | -0.3% | +28.6% | -28.9% | -9.4% |
| 1Y | -8.8% | +48.2% | -57.0% | -21.3% |
| 3Y | +23.9% | +130.8% | -106.9% | -10.0% |
| 5Y | +21.4% | +94.9% | -73.5% | -7.3% |
| 10Y | +66.7% | +179.6% | -112.9% | +7.1% |
| All | +540.0% | +1,476.3% | -936.3% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling