+372.3%
EAT vs BNS
+187.0%
+185.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.1% |
| 7D | -6.2% | -2.2% | -4.0% | -4.1% |
| 30D | -3.0% | +4.5% | -7.5% | -7.9% |
| 3M | +45.6% | +14.9% | +30.8% | +24.7% |
| 6M | +53.5% | +32.5% | +21.1% | +13.2% |
| YTD | +49.6% | +28.6% | +21.0% | +13.3% |
| 1Y | +38.9% | +48.4% | -9.4% | -9.7% |
| 3Y | +589.7% | +130.8% | +458.9% | +172.8% |
| 5Y | +318.7% | +94.8% | +223.9% | +96.8% |
| All | +372.3% | +187.0% | +185.2% | +70.6% |
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