+22.0%
USB vs BNS
+76.9%
-54.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | -2.2% | +2.2% | +1.6% |
| 30D | +5.8% | +5.1% | +0.7% | +1.7% |
| 3M | -6.0% | +4.7% | -10.7% | -9.7% |
| 6M | +7.8% | +19.0% | -11.3% | -6.7% |
| YTD | +14.6% | +28.2% | -13.6% | -6.7% |
| 1Y | +31.8% | +43.4% | -11.6% | -2.2% |
| 3Y | +91.5% | +143.1% | -51.6% | -10.3% |
| All | +22.0% | +76.9% | -54.9% | -25.7% |
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