-68.5%
EL vs BNS
+94.7%
-163.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -6.5% | -0.4% | -6.1% | -6.2% |
| 30D | +11.1% | +3.5% | +7.7% | +8.2% |
| 3M | +10.7% | +14.1% | -3.4% | +0.3% |
| 6M | +6.9% | +33.8% | -26.9% | -13.4% |
| YTD | -6.3% | +29.5% | -35.7% | -22.6% |
| 1Y | +13.5% | +48.4% | -34.9% | -15.0% |
| 3Y | -33.1% | +129.6% | -162.7% | -63.9% |
| All | -68.5% | +94.7% | -163.1% | -80.3% |
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