+1,189.1%
EAT vs BNS
+1,485.2%
-296.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -4.0% | +0.9% | -4.9% | -4.6% |
| 30D | -2.9% | +2.8% | -5.7% | -4.7% |
| 3M | -16.9% | +3.0% | -19.9% | -19.0% |
| 6M | +57.0% | +23.3% | +33.7% | +34.5% |
| YTD | +38.2% | +29.3% | +8.9% | +14.3% |
| 1Y | +69.3% | +41.7% | +27.6% | +31.1% |
| 3Y | +483.0% | +147.7% | +335.2% | +202.7% |
| 5Y | +364.1% | +79.4% | +284.8% | +202.8% |
| 10Y | +320.8% | +188.5% | +132.3% | +113.0% |
| All | +1,189.1% | +1,485.2% | -296.2% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling