+91.7%
USB vs BNS
+179.7%
-87.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | -2.2% | +2.2% | +1.8% |
| 30D | +5.8% | +5.1% | +0.7% | +1.2% |
| 3M | -6.0% | +4.7% | -10.7% | -10.3% |
| 6M | +7.8% | +19.0% | -11.3% | -8.3% |
| YTD | +14.6% | +28.2% | -13.6% | -9.0% |
| 1Y | +31.8% | +43.4% | -11.6% | -5.6% |
| 3Y | +91.5% | +143.1% | -51.6% | -16.2% |
| 5Y | +22.0% | +77.3% | -55.3% | -29.2% |
| All | +91.7% | +179.7% | -87.9% | -18.1% |
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