+1,503.3%
ECL vs BNS
+1,492.9%
+10.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -2.6% | +1.5% | -4.2% | -3.4% |
| 30D | -2.2% | +6.0% | -8.1% | -5.2% |
| 3M | +10.1% | +16.3% | -6.2% | +1.7% |
| 6M | -5.7% | +28.8% | -34.5% | -17.2% |
| YTD | +7.0% | +30.0% | -23.0% | -6.6% |
| 1Y | +2.7% | +50.7% | -48.0% | -16.9% |
| 3Y | +57.7% | +125.4% | -67.7% | +3.0% |
| 5Y | +31.1% | +94.2% | -63.1% | -8.2% |
| 10Y | +150.9% | +182.8% | -32.0% | +42.6% |
| All | +1,503.3% | +1,492.9% | +10.3% | +279.5% |
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