+67.6%
EWZ vs BNS
+94.5%
-26.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +5.6% | +1.8% | +3.8% | +4.5% |
| 30D | +9.3% | +4.5% | +4.8% | +6.3% |
| 3M | +15.7% | +15.8% | -0.1% | +5.8% |
| 6M | +7.4% | +31.5% | -24.0% | -8.9% |
| YTD | +22.7% | +28.6% | -5.9% | +5.4% |
| 1Y | +36.4% | +48.2% | -11.8% | +8.0% |
| 3Y | +50.4% | +130.8% | -80.4% | -8.9% |
| 5Y | +67.6% | +94.9% | -27.3% | +8.8% |
| All | +67.6% | +94.5% | -26.8% | +8.8% |
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