-25.6%
EFX vs BNS
+52.2%
-77.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.2% | -6.2% |
| 7D | -8.6% | +1.5% | -10.2% | -8.8% |
| 30D | +0.1% | +6.0% | -5.8% | -0.7% |
| 3M | +3.8% | +16.3% | -12.5% | -1.3% |
| 6M | -13.5% | +28.8% | -42.3% | -21.9% |
| YTD | -17.7% | +30.0% | -47.6% | -25.1% |
| 1Y | -25.6% | +50.7% | -76.3% | -33.3% |
| All | -25.6% | +52.2% | -77.8% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling