-35.6%
ELAN vs BNS
+136.1%
-171.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | +4.7% | +3.5% | +1.2% | +2.1% |
| 3M | -3.7% | +14.1% | -17.7% | -12.6% |
| 6M | -1.2% | +33.8% | -35.0% | -19.4% |
| YTD | +2.4% | +29.5% | -27.1% | -14.9% |
| 1Y | +23.4% | +48.4% | -25.0% | -7.0% |
| 3Y | +96.7% | +129.6% | -32.9% | +8.9% |
| 5Y | -30.6% | +96.1% | -126.7% | -57.8% |
| All | -35.6% | +136.1% | -171.7% | -67.1% |
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