+71.1%
ED vs BNS
+91.0%
-19.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +1.9% | +4.0% | -2.1% | +1.1% |
| 3M | +1.9% | +13.8% | -11.9% | -1.1% |
| 6M | -2.3% | +32.7% | -34.9% | -8.5% |
| YTD | +10.9% | +27.6% | -16.7% | +4.6% |
| 1Y | +14.5% | +47.4% | -32.9% | +3.9% |
| 3Y | +33.4% | +129.0% | -95.6% | +6.1% |
| All | +71.1% | +91.0% | -19.9% | +44.7% |
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 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