+36.6%
ECL vs BNS
+81.7%
-45.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -0.5% | +1.0% | -1.4% | -0.9% |
| 30D | +6.6% | +2.7% | +3.8% | +5.3% |
| 3M | +9.6% | +3.5% | +6.1% | +7.6% |
| 6M | +21.6% | +22.1% | -0.5% | +9.9% |
| YTD | +16.9% | +29.5% | -12.6% | +2.5% |
| 1Y | +17.9% | +40.7% | -22.8% | -0.9% |
| 3Y | +76.5% | +148.6% | -72.1% | +7.5% |
| 5Y | +36.6% | +79.6% | -43.0% | +4.1% |
| All | +36.6% | +81.7% | -45.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling