+19.6%
EIX vs BNS
+187.0%
-167.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | +0.8% | -2.2% | +3.0% | +1.8% |
| 30D | -18.8% | +4.5% | -23.3% | -20.7% |
| 3M | -19.7% | +14.9% | -34.6% | -25.3% |
| 6M | -18.2% | +32.5% | -50.7% | -29.3% |
| YTD | -1.7% | +28.6% | -30.4% | -14.0% |
| 1Y | +7.8% | +48.4% | -40.6% | -12.4% |
| 3Y | -5.6% | +130.8% | -136.4% | -39.3% |
| 5Y | +23.7% | +94.8% | -71.1% | -14.7% |
| All | +19.6% | +187.0% | -167.4% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling