+623.2%
EIX vs BNS
+1,485.2%
-862.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.4% | +0.9% | +0.4% | +1.0% |
| 30D | +8.5% | +2.8% | +5.8% | +7.3% |
| 3M | -13.5% | +3.0% | -16.5% | -14.8% |
| 6M | -12.4% | +23.3% | -35.6% | -20.0% |
| YTD | +5.9% | +29.3% | -23.4% | -5.4% |
| 1Y | +7.6% | +41.7% | -34.1% | -7.6% |
| 3Y | +12.8% | +147.7% | -135.0% | -23.4% |
| 5Y | +19.2% | +79.4% | -60.2% | -8.6% |
| 10Y | +34.9% | +188.5% | -153.6% | -16.5% |
| All | +623.2% | +1,485.2% | -862.0% | +69.2% |
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