+653.3%
EL vs BNS
+1,476.3%
-823.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.6% |
| 7D | +1.7% | +1.8% | -0.1% | +0.7% |
| 30D | +15.5% | +4.5% | +11.0% | +12.5% |
| 3M | +20.6% | +15.8% | +4.8% | +11.2% |
| 6M | +10.5% | +31.5% | -21.0% | -4.5% |
| YTD | -1.9% | +28.6% | -30.5% | -14.4% |
| 1Y | +16.1% | +48.2% | -32.1% | -5.9% |
| 3Y | -30.2% | +130.8% | -161.0% | -55.1% |
| 5Y | -67.4% | +94.9% | -162.3% | -77.1% |
| 10Y | +31.2% | +179.6% | -148.3% | -24.6% |
| All | +653.3% | +1,476.3% | -823.0% | +122.5% |
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