+58.3%
EWZ vs BNS
+81.6%
-23.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -25.1% | +5.5% | -30.6% | -27.4% |
| 3M | -7.7% | +6.0% | -13.7% | -11.2% |
| 6M | -15.8% | +22.6% | -38.4% | -25.6% |
| YTD | +3.6% | +30.5% | -26.8% | -11.7% |
| 1Y | +5.5% | +44.1% | -38.6% | -15.0% |
| 3Y | +22.1% | +150.8% | -128.6% | -29.0% |
| 5Y | +58.3% | +80.7% | -22.3% | +13.5% |
| All | +58.3% | +81.6% | -23.2% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling