+67.7%
V vs BNS
+93.4%
-25.6%
-24.1%
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% | 0.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | +1.9% | +4.0% | -2.1% | +0.1% |
| 3M | +13.2% | +13.8% | -0.6% | +6.7% |
| 6M | +16.7% | +32.7% | -15.9% | +2.4% |
| YTD | +5.4% | +27.6% | -22.2% | -6.0% |
| 1Y | +7.7% | +47.4% | -39.7% | -10.4% |
| 3Y | +52.0% | +129.0% | -77.0% | +0.4% |
| 5Y | +67.7% | +92.7% | -25.0% | +21.6% |
| All | +67.7% | +93.4% | -25.6% | +21.6% |
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