+172.3%
XLE vs BNS
+190.0%
-17.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.3% |
| 7D | -0.2% | -3.2% | +3.0% | +2.1% |
| 30D | -4.0% | +5.1% | -9.1% | -7.8% |
| 3M | +4.6% | +6.0% | -1.3% | -0.9% |
| 6M | +12.3% | +23.4% | -11.0% | -6.2% |
| YTD | +44.5% | +30.4% | +14.1% | +14.1% |
| 1Y | +42.4% | +44.0% | -1.6% | +3.5% |
| 3Y | +67.0% | +150.3% | -83.3% | -26.4% |
| 5Y | +161.9% | +83.0% | +78.9% | +48.9% |
| All | +172.3% | +190.0% | -17.7% | +4.0% |
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