+286.6%
ELF vs BNS
+188.0%
+98.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.7% |
| 7D | +3.4% | +1.0% | +2.4% | +2.8% |
| 30D | +5.0% | +2.7% | +2.2% | +3.2% |
| 3M | +22.6% | +3.5% | +19.1% | +19.1% |
| 6M | +104.0% | +22.1% | +81.9% | +77.3% |
| YTD | +49.3% | +29.5% | +19.8% | +24.7% |
| 1Y | +46.0% | +40.7% | +5.3% | +15.4% |
| 3Y | +19.4% | +148.6% | -129.2% | -35.2% |
| 5Y | +262.0% | +79.6% | +182.4% | +140.8% |
| All | +286.6% | +188.0% | +98.6% | +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 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