+19.4%
ETN vs BNS
+49.3%
-29.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.5% |
| 7D | +3.5% | -0.4% | +3.9% | +3.8% |
| 30D | -7.5% | +3.5% | -11.0% | -9.5% |
| 3M | +8.3% | +14.1% | -5.7% | -1.2% |
| 6M | +20.2% | +33.8% | -13.6% | -1.0% |
| YTD | +34.7% | +29.5% | +5.2% | +12.4% |
| 1Y | +19.4% | +48.4% | -29.0% | -4.8% |
| All | +19.4% | +49.3% | -29.9% | -4.8% |
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