+297.3%
ESI vs BNS
+188.9%
+108.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -4.6% | -0.4% | -4.2% | -4.4% |
| 30D | -10.5% | +3.5% | -14.0% | -13.2% |
| 3M | -19.8% | +14.1% | -33.9% | -28.3% |
| 6M | +5.8% | +33.8% | -28.0% | -16.8% |
| YTD | +38.3% | +29.5% | +8.8% | +11.3% |
| 1Y | +31.5% | +48.4% | -16.9% | -5.5% |
| 3Y | +80.7% | +129.6% | -48.9% | -10.7% |
| 5Y | +69.4% | +96.1% | -26.6% | -4.2% |
| All | +297.3% | +188.9% | +108.4% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling