+93.3%
BNS vs ESTC
-47.1%
+140.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -1.3% | -3.3% | +2.1% | -1.1% |
| 30D | +4.0% | +13.4% | -9.4% | +2.9% |
| 3M | +13.8% | +41.3% | -27.5% | +10.8% |
| 6M | +32.7% | +62.6% | -29.9% | +27.6% |
| YTD | +27.6% | +14.8% | +12.8% | +25.5% |
| 1Y | +47.4% | -5.1% | +52.5% | +46.7% |
| 3Y | +129.0% | +11.2% | +117.8% | +118.7% |
| All | +93.3% | -47.1% | +140.3% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling