+83.6%
USB vs BNS
+188.9%
-105.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -0.5% | -3.2% | +2.7% | +2.2% |
| 30D | +5.7% | +5.1% | +0.6% | +1.1% |
| 3M | -4.7% | +6.0% | -10.7% | -10.0% |
| 6M | +13.4% | +23.4% | -9.9% | -6.6% |
| YTD | +17.0% | +30.4% | -13.4% | -8.6% |
| 1Y | +32.4% | +44.0% | -11.6% | -5.5% |
| 3Y | +101.7% | +150.3% | -48.7% | -14.3% |
| 5Y | +24.4% | +83.0% | -58.6% | -30.0% |
| 10Y | +83.6% | +190.9% | -107.3% | -26.9% |
| All | +83.6% | +188.9% | -105.4% | -26.9% |
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