+15.1%
EW vs BNS
+127.2%
-112.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | -6.4% | +4.0% | -10.4% | -7.5% |
| 3M | -1.6% | +13.8% | -15.3% | -5.9% |
| 6M | +2.3% | +32.7% | -30.4% | -7.3% |
| YTD | +1.1% | +27.6% | -26.5% | -7.4% |
| 1Y | +8.0% | +47.4% | -39.4% | -6.0% |
| All | +15.1% | +127.2% | -112.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling