+25.1%
USB vs BNS
+79.0%
-53.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.3% |
| 7D | +1.4% | -1.1% | +2.5% | +2.2% |
| 30D | +6.4% | +4.7% | +1.7% | +2.6% |
| 3M | -4.5% | +5.5% | -10.0% | -8.8% |
| 6M | +11.4% | +21.7% | -10.3% | -5.2% |
| YTD | +17.1% | +29.5% | -12.4% | -5.4% |
| 1Y | +32.6% | +41.9% | -9.3% | -0.7% |
| 3Y | +101.8% | +148.5% | -46.7% | -7.2% |
| 5Y | +25.1% | +80.3% | -55.1% | -24.8% |
| All | +25.1% | +79.0% | -53.9% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling