+4,505.0%
URI vs BNS
+1,492.9%
+3,012.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.7% |
| 7D | -2.0% | +1.5% | -3.5% | -3.4% |
| 30D | -12.9% | +6.0% | -18.9% | -18.0% |
| 3M | -6.7% | +16.3% | -23.1% | -19.7% |
| 6M | +19.0% | +28.8% | -9.8% | -6.9% |
| YTD | +25.5% | +30.0% | -4.4% | -3.2% |
| 1Y | +5.5% | +50.7% | -45.2% | -29.2% |
| 3Y | +111.3% | +125.4% | -14.1% | -3.6% |
| 5Y | +198.6% | +94.2% | +104.3% | +56.4% |
| 10Y | +1,179.9% | +182.8% | +997.1% | +393.0% |
| All | +4,505.0% | +1,492.9% | +3,012.1% | +279.4% |
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