+169.4%
XLV vs BNS
+188.9%
-19.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.4% |
| 7D | -3.6% | -0.4% | -3.2% | -3.4% |
| 30D | -1.8% | +3.5% | -5.3% | -3.2% |
| 3M | +7.8% | +14.1% | -6.3% | +2.2% |
| 6M | +9.1% | +33.8% | -24.7% | -2.7% |
| YTD | +7.7% | +29.5% | -21.7% | -3.0% |
| 1Y | +20.4% | +48.4% | -28.0% | +2.7% |
| 3Y | +30.8% | +129.6% | -98.8% | -7.1% |
| 5Y | +34.6% | +96.1% | -61.4% | +0.9% |
| All | +169.4% | +188.9% | -19.5% | +70.5% |
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 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