+91.2%
EWZ vs BNS
+187.0%
-95.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +1.1% | -2.2% | +3.3% | +3.0% |
| 30D | +13.5% | +4.5% | +9.0% | +8.9% |
| 3M | +15.2% | +14.9% | +0.3% | +1.8% |
| 6M | +3.7% | +32.5% | -28.8% | -18.8% |
| YTD | +22.5% | +28.6% | -6.1% | -1.8% |
| 1Y | +35.3% | +48.4% | -13.1% | -4.2% |
| 3Y | +50.2% | +130.8% | -80.6% | -29.2% |
| 5Y | +64.6% | +94.8% | -30.2% | -12.3% |
| All | +91.2% | +187.0% | -95.8% | -32.5% |
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