+68.6%
ESI vs BNS
+92.5%
-23.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -5.1% |
| 7D | -2.3% | -2.2% | -0.1% | -0.7% |
| 30D | -9.0% | +4.5% | -13.5% | -12.4% |
| 3M | -13.3% | +14.9% | -28.1% | -22.7% |
| 6M | +5.3% | +32.5% | -27.2% | -16.4% |
| YTD | +37.6% | +28.6% | +9.0% | +11.4% |
| 1Y | +33.6% | +48.4% | -14.8% | -3.8% |
| 3Y | +75.8% | +130.8% | -55.0% | -14.1% |
| 5Y | +68.6% | +94.8% | -26.2% | -4.4% |
| All | +68.6% | +92.5% | -23.9% | -4.4% |
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