+34.7%
EWZ vs BNS
+46.9%
-12.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -0.1% | -1.3% | +1.2% | +0.7% |
| 30D | +8.2% | +4.0% | +4.2% | +5.5% |
| 3M | +13.3% | +13.8% | -0.5% | +3.3% |
| 6M | +3.6% | +32.7% | -29.1% | -16.0% |
| YTD | +21.0% | +27.6% | -6.6% | +0.8% |
| 1Y | +34.7% | +47.4% | -12.7% | +6.1% |
| All | +34.7% | +46.9% | -12.3% | +6.1% |
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 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