+24.0%
EIX vs BNS
+93.4%
-69.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +4.1% | -1.3% | +5.4% | +4.6% |
| 30D | -15.3% | +4.0% | -19.3% | -16.9% |
| 3M | -18.4% | +13.8% | -32.2% | -23.3% |
| 6M | -16.8% | +32.7% | -49.5% | -27.2% |
| YTD | -0.6% | +27.6% | -28.1% | -11.6% |
| 1Y | +10.7% | +47.4% | -36.7% | -8.4% |
| 3Y | -4.5% | +129.0% | -133.5% | -36.6% |
| 5Y | +24.0% | +92.7% | -68.7% | -11.5% |
| All | +24.0% | +93.4% | -69.3% | -11.5% |
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 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