+313.8%
ELF vs BNS
+181.7%
+132.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.8% |
| 7D | +5.4% | +1.5% | +3.8% | +4.3% |
| 30D | +27.0% | +6.0% | +21.0% | +21.8% |
| 3M | +113.2% | +16.3% | +96.9% | +92.0% |
| 6M | +36.6% | +28.8% | +7.8% | +15.1% |
| YTD | +44.2% | +30.0% | +14.3% | +20.5% |
| 1Y | -18.0% | +50.7% | -68.7% | -38.0% |
| 3Y | -19.9% | +125.4% | -145.3% | -53.6% |
| 5Y | +257.7% | +94.2% | +163.5% | +127.3% |
| All | +313.8% | +181.7% | +132.1% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling