+600.8%
BNS vs EFV
+252.1%
+348.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.2% | -2.0% | -0.2% | -0.5% |
| 30D | +4.5% | -0.2% | +4.7% | +4.7% |
| 3M | +14.9% | +9.1% | +5.8% | +6.9% |
| 6M | +32.5% | +11.7% | +20.8% | +20.8% |
| YTD | +28.6% | +17.0% | +11.6% | +12.7% |
| 1Y | +48.4% | +26.7% | +21.6% | +21.6% |
| 3Y | +130.8% | +90.2% | +40.6% | +34.2% |
| 5Y | +94.8% | +96.1% | -1.3% | +10.3% |
| 10Y | +184.3% | +164.5% | +19.8% | +26.9% |
| All | +600.8% | +252.1% | +348.7% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling