+290.1%
ETR vs BNS
+188.9%
+101.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.6% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | -1.8% | +3.5% | -5.2% | -3.3% |
| 3M | -3.6% | +14.1% | -17.6% | -9.0% |
| 6M | +2.6% | +33.8% | -31.2% | -9.5% |
| YTD | +16.0% | +29.5% | -13.4% | +3.6% |
| 1Y | +20.1% | +48.4% | -28.3% | +1.1% |
| 3Y | +143.6% | +129.6% | +14.0% | +67.5% |
| 5Y | +124.4% | +96.1% | +28.3% | +62.7% |
| All | +290.1% | +188.9% | +101.2% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling