+303.5%
EWY vs BNS
+188.9%
+114.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.8% |
| 7D | -0.1% | -0.4% | +0.3% | +0.2% |
| 30D | +7.3% | +3.5% | +3.9% | +4.7% |
| 3M | -5.1% | +14.1% | -19.2% | -13.2% |
| 6M | +42.1% | +33.8% | +8.3% | +17.5% |
| YTD | +94.1% | +29.5% | +64.7% | +64.0% |
| 1Y | +147.8% | +48.4% | +99.4% | +91.6% |
| 3Y | +222.9% | +129.6% | +93.3% | +86.5% |
| 5Y | +150.6% | +96.1% | +54.5% | +58.8% |
| All | +303.5% | +188.9% | +114.6% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling