+65.5%
EWZ vs BNS
+186.8%
-121.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +1.3% | -1.1% | +2.4% | +2.1% |
| 30D | -26.2% | +4.7% | -30.9% | -29.2% |
| 3M | -8.6% | +5.5% | -14.2% | -13.5% |
| 6M | -17.0% | +21.7% | -38.7% | -30.5% |
| YTD | +2.2% | +29.5% | -27.3% | -18.9% |
| 1Y | +2.7% | +41.9% | -39.2% | -24.7% |
| 3Y | +18.2% | +148.5% | -130.3% | -47.7% |
| 5Y | +56.0% | +80.3% | -24.2% | -10.0% |
| All | +65.5% | +186.8% | -121.3% | -34.2% |
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