+117.8%
EW vs BNS
+188.9%
-71.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.1% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -9.3% | +3.5% | -12.8% | -11.0% |
| 3M | -1.6% | +14.1% | -15.7% | -8.1% |
| 6M | -0.8% | +33.8% | -34.6% | -14.3% |
| YTD | -1.0% | +29.5% | -30.5% | -13.3% |
| 1Y | +8.2% | +48.4% | -40.3% | -11.5% |
| 3Y | +12.7% | +129.6% | -116.9% | -26.7% |
| 5Y | -30.2% | +96.1% | -126.3% | -50.9% |
| All | +117.8% | +188.9% | -71.1% | +16.3% |
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