-23.3%
ELF vs BNS
+130.3%
-153.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.2% |
| 7D | -1.2% | +1.8% | -3.0% | -2.3% |
| 30D | +5.9% | +4.5% | +1.4% | +2.6% |
| 3M | +99.5% | +15.8% | +83.7% | +78.6% |
| 6M | +26.5% | +31.5% | -5.0% | +3.3% |
| YTD | +37.2% | +28.6% | +8.6% | +13.2% |
| 1Y | -24.4% | +48.2% | -72.6% | -44.2% |
| 3Y | -23.3% | +130.8% | -154.1% | -60.5% |
| All | -23.3% | +130.3% | -153.6% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling