+604.5%
XYZ vs BNS
+179.9%
+424.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | -3.7% | -1.3% | -2.4% | -2.6% |
| 30D | +0.5% | +4.0% | -3.5% | -3.3% |
| 3M | +16.3% | +13.8% | +2.5% | +2.7% |
| 6M | +21.1% | +32.7% | -11.5% | -7.2% |
| YTD | +22.0% | +27.6% | -5.6% | -3.6% |
| 1Y | +5.2% | +47.4% | -42.2% | -27.7% |
| 3Y | +49.6% | +129.0% | -79.4% | -32.0% |
| 5Y | -68.4% | +92.7% | -161.1% | -82.4% |
| 10Y | +604.5% | +182.1% | +422.4% | +228.2% |
| All | +604.5% | +179.9% | +424.6% | +228.2% |
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