-35.8%
EFX vs BNS
+94.7%
-130.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -4.5% | -0.4% | -4.2% | -4.3% |
| 30D | -6.1% | +3.5% | -9.5% | -8.3% |
| 3M | +6.2% | +14.1% | -7.9% | -3.2% |
| 6M | -11.2% | +33.8% | -45.0% | -27.5% |
| YTD | -21.4% | +29.5% | -50.9% | -34.4% |
| 1Y | -34.3% | +48.4% | -82.7% | -50.2% |
| 3Y | -12.5% | +129.6% | -142.1% | -52.4% |
| All | -35.8% | +94.7% | -130.5% | -61.6% |
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