-25.6%
ELF vs BNS
+47.1%
-72.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -6.8% | -1.3% | -5.5% | -6.4% |
| 30D | +5.1% | +4.0% | +1.1% | +3.4% |
| 3M | +79.8% | +13.8% | +66.0% | +66.8% |
| 6M | +29.7% | +32.7% | -3.0% | +10.2% |
| YTD | +31.6% | +27.6% | +4.0% | +12.1% |
| All | -25.6% | +47.1% | -72.7% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling