+495.3%
USB vs BNS
+1,472.0%
-976.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | +1.7% |
| 7D | -1.5% | -3.8% | +2.3% | +1.5% |
| 30D | +4.3% | +1.7% | +2.6% | +2.8% |
| 3M | -6.1% | +4.6% | -10.6% | -9.8% |
| 6M | +9.4% | +21.9% | -12.5% | -6.9% |
| YTD | +15.2% | +28.3% | -13.1% | -6.1% |
| 1Y | +32.8% | +44.3% | -11.5% | -1.5% |
| 3Y | +91.3% | +143.1% | -51.8% | -6.7% |
| 5Y | +22.7% | +77.5% | -54.8% | -23.6% |
| 10Y | +97.0% | +183.7% | -86.7% | -13.9% |
| All | +495.3% | +1,472.0% | -976.7% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling