+129.6%
BNS vs EFV
+90.2%
+39.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | +0.2% |
| 30D | +3.5% | +0.6% | +2.8% | +3.0% |
| 3M | +14.1% | +7.5% | +6.5% | +8.3% |
| 6M | +33.8% | +13.0% | +20.7% | +22.3% |
| YTD | +29.5% | +18.3% | +11.1% | +14.4% |
| 1Y | +48.4% | +26.7% | +21.7% | +24.7% |
| 3Y | +129.6% | +89.6% | +40.0% | +29.0% |
| All | +129.6% | +90.2% | +39.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling