+89.2%
USB vs BNS
+186.8%
-97.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.0% |
| 7D | +0.8% | -0.8% | +1.5% | +1.3% |
| 30D | +6.8% | +5.5% | +1.3% | +1.7% |
| 3M | -3.8% | +6.0% | -9.8% | -9.1% |
| 6M | +11.7% | +22.6% | -10.9% | -7.4% |
| YTD | +17.5% | +30.5% | -13.0% | -8.2% |
| 1Y | +33.8% | +44.1% | -10.4% | -4.6% |
| 3Y | +104.2% | +150.8% | -46.5% | -13.2% |
| 5Y | +26.4% | +80.7% | -54.2% | -27.9% |
| 10Y | +89.2% | +185.2% | -96.0% | -23.2% |
| All | +89.2% | +186.8% | -97.6% | -23.2% |
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