+226.4%
ESI vs BNS
+185.6%
+40.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.4% |
| 7D | +5.4% | +1.8% | +3.6% | +3.7% |
| 30D | -4.2% | +4.5% | -8.7% | -8.0% |
| 3M | -9.6% | +15.8% | -25.4% | -20.6% |
| 6M | +18.3% | +31.5% | -13.2% | -6.8% |
| YTD | +45.8% | +28.6% | +17.2% | +16.6% |
| 1Y | +39.2% | +48.2% | -9.0% | -1.6% |
| 3Y | +86.3% | +130.8% | -44.5% | -11.8% |
| 5Y | +76.2% | +94.9% | -18.7% | -3.2% |
| 10Y | +306.8% | +179.6% | +127.2% | +59.7% |
| All | +226.4% | +185.6% | +40.8% | +11.1% |
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