+123.0%
XRT vs BNS
+188.9%
-65.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.0% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -4.5% | +3.5% | -7.9% | -6.8% |
| 3M | -3.1% | +14.1% | -17.1% | -11.4% |
| 6M | +4.2% | +33.8% | -29.5% | -14.0% |
| YTD | -0.1% | +29.5% | -29.6% | -16.1% |
| 1Y | -3.0% | +48.4% | -51.5% | -25.6% |
| 3Y | +41.8% | +129.6% | -87.8% | -18.9% |
| 5Y | -1.3% | +96.1% | -97.3% | -37.6% |
| All | +123.0% | +188.9% | -65.9% | +15.6% |
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