+632.6%
EFX vs BNS
+1,463.9%
-831.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.7% |
| 7D | -9.4% | -1.3% | -8.1% | -8.7% |
| 30D | -6.9% | +4.0% | -10.9% | -9.0% |
| 3M | +0.1% | +13.8% | -13.7% | -6.8% |
| 6M | -17.3% | +32.7% | -50.0% | -28.8% |
| YTD | -21.8% | +27.6% | -49.4% | -31.4% |
| 1Y | -32.5% | +47.4% | -79.9% | -45.0% |
| 3Y | -12.3% | +129.0% | -141.3% | -43.0% |
| 5Y | -36.6% | +92.7% | -129.3% | -55.2% |
| 10Y | +41.0% | +182.1% | -141.1% | -19.9% |
| All | +632.6% | +1,463.9% | -831.3% | +60.5% |
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