+79.8%
USB vs BNS
+188.0%
-108.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | +6.3% | +2.7% | +3.6% | +3.7% |
| 3M | -6.1% | +3.5% | -9.6% | -9.5% |
| 6M | +13.0% | +22.1% | -9.1% | -6.1% |
| YTD | +16.6% | +29.5% | -13.0% | -8.4% |
| 1Y | +31.1% | +40.7% | -9.6% | -4.5% |
| 3Y | +100.9% | +148.6% | -47.7% | -14.2% |
| 5Y | +24.5% | +79.6% | -55.1% | -28.7% |
| All | +79.8% | +188.0% | -108.2% | -32.0% |
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