+3,707.7%
ETN vs BNS
+1,476.3%
+2,231.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | +3.0% | -2.2% | +5.2% | +4.5% |
| 30D | -10.9% | +4.5% | -15.4% | -13.7% |
| 3M | +9.2% | +14.9% | -5.6% | -0.4% |
| 6M | +13.9% | +32.5% | -18.6% | -5.3% |
| YTD | +29.5% | +28.6% | +0.9% | +9.6% |
| 1Y | +14.2% | +48.4% | -34.2% | -12.1% |
| 3Y | +79.9% | +130.8% | -50.9% | +2.5% |
| 5Y | +175.7% | +94.8% | +80.9% | +73.2% |
| 10Y | +693.2% | +184.3% | +508.9% | +285.3% |
| All | +3,707.7% | +1,476.3% | +2,231.4% | +573.1% |
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