+98.3%
USB vs BNS
+125.4%
-27.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.6% |
| 7D | +1.4% | +1.5% | -0.1% | +0.3% |
| 30D | -1.3% | +6.0% | -7.3% | -5.5% |
| 3M | +15.2% | +16.3% | -1.1% | +2.7% |
| 6M | +18.8% | +28.8% | -9.9% | -1.9% |
| YTD | +21.0% | +30.0% | -9.0% | -0.9% |
| 1Y | +34.0% | +50.7% | -16.7% | -2.3% |
| All | +98.3% | +125.4% | -27.2% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling