+155.2%
W vs BNS
+188.9%
-33.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.4% |
| 7D | -0.9% | -0.4% | -0.5% | -0.5% |
| 30D | -4.2% | +3.5% | -7.7% | -8.4% |
| 3M | +26.9% | +14.1% | +12.8% | +8.3% |
| 6M | +31.2% | +33.8% | -2.5% | -5.7% |
| YTD | -1.8% | +29.5% | -31.3% | -26.8% |
| 1Y | +9.3% | +48.4% | -39.1% | -30.0% |
| 3Y | +33.2% | +129.6% | -96.4% | -46.0% |
| 5Y | -62.4% | +96.1% | -158.5% | -81.3% |
| All | +155.2% | +188.9% | -33.7% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling