-92.5%
UUUU vs BNS
+402.2%
-494.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -7.0% |
| 7D | -5.0% | -2.2% | -2.8% | -3.4% |
| 30D | -7.8% | +4.5% | -12.3% | -11.0% |
| 3M | -0.4% | +14.9% | -15.3% | -11.1% |
| 6M | -32.9% | +32.5% | -65.4% | -45.9% |
| YTD | -6.3% | +28.6% | -34.9% | -22.4% |
| 1Y | +7.9% | +48.4% | -40.4% | -19.9% |
| 3Y | +85.2% | +130.8% | -45.6% | -2.3% |
| 5Y | +97.0% | +94.8% | +2.2% | +21.4% |
| 10Y | +492.6% | +184.3% | +308.3% | +181.9% |
| All | -92.5% | +402.2% | -494.6% | -96.5% |
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