-28.2%
EW vs BNS
+92.5%
-120.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -3.4% | -2.2% | -1.2% | -2.4% |
| 30D | -7.4% | +4.5% | -11.8% | -9.3% |
| 3M | +0.9% | +14.9% | -14.0% | -5.8% |
| 6M | +1.2% | +32.5% | -31.3% | -11.8% |
| YTD | +1.8% | +28.6% | -26.8% | -10.2% |
| 1Y | +10.8% | +48.4% | -37.5% | -8.9% |
| 3Y | +17.1% | +130.8% | -113.7% | -24.3% |
| 5Y | -28.2% | +94.8% | -123.0% | -45.0% |
| All | -28.2% | +92.5% | -120.7% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling