+54.5%
USAR vs BNS
+119.2%
-64.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.3% |
| 7D | -11.6% | -0.4% | -11.2% | -11.5% |
| 30D | -15.5% | +3.5% | -18.9% | -16.7% |
| 3M | -31.0% | +14.1% | -45.1% | -34.0% |
| 6M | -26.2% | +33.8% | -60.0% | -31.8% |
| YTD | +30.8% | +29.5% | +1.3% | +21.1% |
| 1Y | +7.1% | +48.4% | -41.3% | -0.4% |
| 3Y | +53.0% | +129.6% | -76.6% | +51.6% |
| All | +54.5% | +119.2% | -64.7% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling