+140.1%
BNS vs ESTC
+25.9%
+114.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.7% |
| 30D | +2.8% | -4.2% | +7.0% | +3.1% |
| 3M | +3.0% | +2.5% | +0.5% | +2.3% |
| 6M | +23.3% | +81.5% | -58.2% | +15.4% |
| YTD | +29.3% | +16.8% | +12.5% | +25.7% |
| 1Y | +41.7% | -3.5% | +45.1% | +40.2% |
| 3Y | +147.7% | +17.7% | +130.0% | +130.9% |
| 5Y | +79.4% | -51.7% | +131.1% | +79.3% |
| All | +140.1% | +25.9% | +114.2% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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