+62.4%
EWY vs BNS
+52.0%
+10.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -4.3% |
| 7D | -8.3% | +2.0% | -10.3% | -9.8% |
| 30D | -20.5% | +7.8% | -28.3% | -25.5% |
| 3M | -11.1% | +11.7% | -22.8% | -19.4% |
| 6M | -7.0% | +28.2% | -35.3% | -26.9% |
| YTD | +56.5% | +34.8% | +21.7% | +14.5% |
| 1Y | +62.4% | +51.1% | +11.4% | +11.6% |
| All | +62.4% | +52.0% | +10.4% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling