+4,694.7%
EW vs BNS
+1,492.9%
+3,201.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -0.3% | +1.5% | -1.9% | -0.9% |
| 30D | +1.0% | +6.0% | -4.9% | -1.2% |
| 3M | +2.8% | +16.3% | -13.5% | -3.1% |
| 6M | +5.5% | +28.8% | -23.3% | -4.2% |
| YTD | +5.5% | +30.0% | -24.5% | -4.7% |
| 1Y | +11.0% | +50.7% | -39.7% | -5.0% |
| 3Y | +17.7% | +125.4% | -107.7% | -13.8% |
| 5Y | -25.7% | +94.2% | -120.0% | -42.7% |
| 10Y | +132.8% | +182.8% | -50.0% | +54.3% |
| All | +4,694.7% | +1,492.9% | +3,201.7% | +1,678.5% |
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