+357.2%
ELF vs BNS
+183.7%
+173.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +6.3% | -1.1% | +7.4% | +7.0% |
| 30D | +8.5% | +4.7% | +3.8% | +5.3% |
| 3M | +24.4% | +5.5% | +18.9% | +19.4% |
| 6M | +94.7% | +21.7% | +73.1% | +69.9% |
| YTD | +55.9% | +29.5% | +26.4% | +30.3% |
| 1Y | +48.4% | +41.9% | +6.5% | +16.8% |
| 3Y | +24.6% | +148.5% | -123.9% | -32.0% |
| 5Y | +285.0% | +80.3% | +204.8% | +156.2% |
| 10Y | +357.2% | +184.7% | +172.5% | +205.6% |
| All | +357.2% | +183.7% | +173.5% | +205.6% |
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