+274.4%
ELF vs BNS
+78.4%
+196.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | +4.0% | -2.2% | +6.2% | +5.4% |
| 30D | +10.6% | +5.1% | +5.5% | +7.2% |
| 3M | +25.8% | +4.7% | +21.1% | +21.3% |
| 6M | +89.1% | +19.0% | +70.0% | +66.7% |
| YTD | +52.7% | +28.2% | +24.6% | +27.8% |
| 1Y | +51.7% | +43.4% | +8.4% | +17.5% |
| 3Y | +14.2% | +143.1% | -128.9% | -38.2% |
| All | +274.4% | +78.4% | +196.0% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling