+135.9%
XLU vs BNS
+188.9%
-53.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -3.3% | +3.5% | -6.8% | -4.7% |
| 3M | -3.2% | +14.1% | -17.2% | -8.2% |
| 6M | -7.0% | +33.8% | -40.7% | -17.2% |
| YTD | +0.6% | +29.5% | -28.8% | -9.5% |
| 1Y | +2.4% | +48.4% | -46.0% | -12.8% |
| 3Y | +46.3% | +129.6% | -83.3% | +3.5% |
| 5Y | +44.0% | +96.1% | -52.1% | +6.9% |
| All | +135.9% | +188.9% | -53.0% | +34.4% |
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