+301.7%
ELF vs BNS
+187.6%
+114.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +1.6% | +0.9% | +0.7% | +1.0% |
| 30D | +9.1% | +2.8% | +6.3% | +7.2% |
| 3M | +28.2% | +3.0% | +25.2% | +24.9% |
| 6M | +119.5% | +23.3% | +96.3% | +89.6% |
| YTD | +55.2% | +29.3% | +25.8% | +29.7% |
| 1Y | +58.6% | +41.7% | +16.9% | +24.7% |
| 3Y | +21.3% | +147.7% | -126.5% | -34.0% |
| 5Y | +276.2% | +79.4% | +196.8% | +150.4% |
| All | +301.7% | +187.6% | +114.1% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling