+41.5%
ESI vs BNS
+50.5%
-9.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.7% |
| 7D | +3.3% | +1.5% | +1.8% | +2.2% |
| 30D | -5.9% | +6.0% | -11.8% | -9.4% |
| 3M | -14.1% | +16.3% | -30.4% | -22.8% |
| 6M | +6.6% | +27.3% | -20.7% | -12.1% |
| YTD | +45.0% | +28.5% | +16.5% | +18.4% |
| 1Y | +41.5% | +49.0% | -7.5% | +1.6% |
| All | +41.5% | +50.5% | -9.0% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling