+149.4%
EWT vs BNS
+94.7%
+54.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.5% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | +4.5% | +3.5% | +1.0% | +2.3% |
| 3M | +8.3% | +14.1% | -5.8% | +0.2% |
| 6M | +54.2% | +33.8% | +20.5% | +30.6% |
| YTD | +74.6% | +29.5% | +45.1% | +50.4% |
| 1Y | +84.9% | +48.4% | +36.5% | +47.7% |
| 3Y | +197.5% | +129.6% | +67.9% | +85.5% |
| All | +149.4% | +94.7% | +54.8% | +67.0% |
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