-5.5%
ETN vs BNS
+52.0%
-57.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.0% | -12.8% | -11.7% |
| 7D | -10.1% | +2.0% | -12.1% | -11.3% |
| 30D | -18.4% | +7.8% | -26.1% | -22.3% |
| 3M | -20.4% | +11.7% | -32.1% | -26.4% |
| 6M | -16.0% | +28.2% | -44.2% | -29.5% |
| YTD | +11.8% | +34.8% | -23.0% | -10.7% |
| 1Y | -5.5% | +51.1% | -56.5% | -28.6% |
| All | -5.5% | +52.0% | -57.5% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling