+738.2%
ED vs BNS
+1,485.2%
-747.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | +0.9% | +1.1% | +1.8% |
| 30D | +10.4% | +2.8% | +7.6% | +9.6% |
| 3M | +12.5% | +3.0% | +9.6% | +11.5% |
| 6M | +14.9% | +23.3% | -8.4% | +8.9% |
| YTD | +24.8% | +29.3% | -4.5% | +16.7% |
| 1Y | +23.8% | +41.7% | -17.8% | +13.2% |
| 3Y | +51.6% | +147.7% | -96.1% | +20.1% |
| 5Y | +86.4% | +79.4% | +7.0% | +58.4% |
| 10Y | +145.4% | +188.5% | -43.1% | +80.3% |
| All | +738.2% | +1,485.2% | -747.0% | +207.2% |
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