+277.7%
ELF vs BNS
+176.6%
+101.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | -6.8% | -1.3% | -5.5% | -6.0% |
| 30D | +5.1% | +4.0% | +1.1% | +2.0% |
| 3M | +79.8% | +13.8% | +66.0% | +64.1% |
| 6M | +29.7% | +32.7% | -3.0% | +7.3% |
| YTD | +31.6% | +27.6% | +4.0% | +11.3% |
| 1Y | -27.9% | +47.4% | -75.3% | -44.7% |
| 3Y | -26.4% | +129.0% | -155.4% | -57.7% |
| 5Y | +235.6% | +92.7% | +142.9% | +114.4% |
| All | +277.7% | +176.6% | +101.1% | +117.6% |
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