+1,795.4%
ENB vs BNS
+1,476.3%
+319.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | -0.5% | +1.8% | -2.3% | -1.5% |
| 30D | -0.2% | +4.5% | -4.7% | -3.1% |
| 3M | -7.5% | +15.8% | -23.3% | -15.6% |
| 6M | -4.1% | +31.5% | -35.6% | -19.0% |
| YTD | +9.8% | +28.6% | -18.8% | -6.3% |
| 1Y | +8.7% | +48.2% | -39.5% | -14.8% |
| 3Y | +79.0% | +130.8% | -51.8% | +6.6% |
| 5Y | +69.1% | +94.9% | -25.8% | +10.1% |
| 10Y | +96.5% | +179.6% | -83.1% | +3.6% |
| All | +1,795.4% | +1,476.3% | +319.1% | +394.2% |
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