+52.7%
EFA vs BNS
+94.7%
-42.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -1.7% | +3.5% | -5.1% | -3.6% |
| 3M | +3.5% | +14.1% | -10.6% | -4.1% |
| 6M | +9.5% | +33.8% | -24.3% | -7.2% |
| YTD | +12.9% | +29.5% | -16.6% | -2.7% |
| 1Y | +18.2% | +48.4% | -30.2% | -5.6% |
| 3Y | +64.8% | +129.6% | -64.8% | +1.6% |
| All | +52.7% | +94.7% | -42.0% | +3.9% |
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