-27.0%
ETHA vs BNS
+117.3%
-144.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.5% |
| 7D | +3.5% | -0.4% | +3.9% | +3.9% |
| 30D | +35.3% | +3.5% | +31.9% | +29.1% |
| 3M | +50.9% | +14.1% | +36.8% | +25.1% |
| 6M | +22.1% | +33.8% | -11.7% | -20.2% |
| YTD | -14.6% | +29.5% | -44.0% | -41.5% |
| 1Y | -42.8% | +48.4% | -91.2% | -68.3% |
| All | -27.0% | +117.3% | -144.3% | -79.7% |
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