+1,459.4%
ET vs BNS
+477.5%
+982.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.7% |
| 7D | +0.4% | +1.8% | -1.4% | -0.7% |
| 30D | +6.9% | +4.5% | +2.4% | +3.7% |
| 3M | +13.1% | +15.8% | -2.7% | +2.9% |
| 6M | +18.7% | +31.5% | -12.8% | -0.4% |
| YTD | +37.4% | +28.6% | +8.8% | +16.6% |
| 1Y | +34.8% | +48.2% | -13.4% | +4.7% |
| 3Y | +96.8% | +130.8% | -34.0% | +14.5% |
| 5Y | +238.2% | +94.9% | +143.3% | +116.0% |
| 10Y | +159.4% | +179.6% | -20.1% | +35.8% |
| All | +1,459.4% | +477.5% | +982.0% | +447.4% |
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 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