+1,154.3%
ETR vs BNS
+1,486.6%
-332.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -3.6% | +14.1% | -17.6% | -8.2% |
| 6M | +2.6% | +33.8% | -31.2% | -7.8% |
| YTD | +16.0% | +29.5% | -13.4% | +5.3% |
| 1Y | +20.1% | +48.4% | -28.3% | +3.7% |
| 3Y | +143.6% | +129.6% | +14.0% | +78.2% |
| 5Y | +124.4% | +96.1% | +28.3% | +72.0% |
| 10Y | +295.4% | +186.2% | +109.2% | +158.2% |
| All | +1,154.3% | +1,486.6% | -332.4% | +286.4% |
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 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