+59.3%
USAR vs BNS
+117.7%
-58.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.8% | -6.8% | -6.3% |
| 7D | -9.3% | -2.2% | -7.1% | -8.5% |
| 30D | -15.2% | +4.5% | -19.7% | -16.6% |
| 3M | -21.1% | +14.9% | -36.0% | -24.6% |
| 6M | -21.6% | +32.5% | -54.0% | -27.3% |
| YTD | +34.8% | +28.6% | +6.2% | +25.2% |
| 1Y | +15.6% | +48.4% | -32.7% | +7.9% |
| 3Y | +57.7% | +130.8% | -73.1% | +56.7% |
| All | +59.3% | +117.7% | -58.5% | +58.8% |
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 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