+1,680.1%
ECL vs BNS
+1,485.2%
+194.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +2.9% | +0.9% | +1.9% | +2.4% |
| 30D | +7.5% | +2.8% | +4.7% | +6.1% |
| 3M | +12.2% | +3.0% | +9.2% | +10.2% |
| 6M | +24.6% | +23.3% | +1.3% | +11.7% |
| YTD | +18.8% | +29.3% | -10.6% | +3.8% |
| 1Y | +19.3% | +41.7% | -22.3% | -0.4% |
| 3Y | +78.2% | +147.7% | -69.5% | +11.0% |
| 5Y | +38.8% | +79.4% | -40.6% | +1.0% |
| 10Y | +197.8% | +188.5% | +9.3% | +67.7% |
| All | +1,680.1% | +1,485.2% | +194.9% | +322.0% |
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