+105.0%
ED vs BNS
+187.0%
-82.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | +0.1% | +4.5% | -4.4% | -1.1% |
| 3M | 0.0% | +14.9% | -14.9% | -3.6% |
| 6M | -2.5% | +32.5% | -35.0% | -9.5% |
| YTD | +10.1% | +28.6% | -18.5% | +2.9% |
| 1Y | +13.6% | +48.4% | -34.8% | +2.1% |
| 3Y | +32.4% | +130.8% | -98.4% | +4.8% |
| 5Y | +69.9% | +94.8% | -24.9% | +39.1% |
| All | +105.0% | +187.0% | -82.0% | +35.7% |
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