+1,002.4%
EWY vs BNS
+1,476.3%
-473.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.7% |
| 7D | +1.2% | -2.2% | +3.4% | +2.7% |
| 30D | +9.3% | +4.5% | +4.8% | +5.7% |
| 3M | +2.4% | +14.9% | -12.5% | -7.2% |
| 6M | +40.3% | +32.5% | +7.8% | +15.3% |
| YTD | +88.0% | +28.6% | +59.4% | +57.8% |
| 1Y | +143.8% | +48.4% | +95.5% | +85.1% |
| 3Y | +217.8% | +130.8% | +87.0% | +75.0% |
| 5Y | +142.7% | +94.8% | +47.9% | +48.6% |
| 10Y | +291.7% | +184.3% | +107.4% | +76.2% |
| All | +1,002.4% | +1,476.3% | -473.9% | +49.1% |
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