+22.2%
ELV vs BNS
+94.7%
-72.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +5.4% | +3.5% | +1.9% | +4.4% |
| 3M | +5.4% | +14.1% | -8.7% | +1.8% |
| 6M | +45.7% | +33.8% | +11.9% | +34.7% |
| YTD | +21.2% | +29.5% | -8.3% | +12.7% |
| 1Y | +35.6% | +48.4% | -12.8% | +21.3% |
| 3Y | -2.0% | +129.6% | -131.6% | -24.1% |
| All | +22.2% | +94.7% | -72.5% | -1.0% |
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