+192.9%
XOM vs BNS
+188.9%
+4.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.3% |
| 30D | +4.6% | +3.5% | +1.1% | +2.0% |
| 3M | +14.0% | +14.1% | -0.1% | +4.4% |
| 6M | +11.0% | +33.8% | -22.8% | -8.9% |
| YTD | +40.7% | +29.5% | +11.2% | +17.7% |
| 1Y | +52.3% | +48.4% | +3.9% | +16.2% |
| 3Y | +60.5% | +129.6% | -69.1% | -11.3% |
| 5Y | +266.4% | +96.1% | +170.3% | +122.0% |
| All | +192.9% | +188.9% | +4.0% | +34.6% |
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 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