+742.5%
EWZ vs BNS
+1,492.9%
-750.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.3% |
| 7D | +6.5% | +1.5% | +5.0% | +5.1% |
| 30D | +4.8% | +6.0% | -1.1% | -0.6% |
| 3M | +9.9% | +16.3% | -6.5% | -4.0% |
| 6M | +1.9% | +28.8% | -26.8% | -18.3% |
| YTD | +20.3% | +30.0% | -9.7% | -4.4% |
| 1Y | +35.6% | +50.7% | -15.1% | -5.2% |
| 3Y | +43.4% | +125.4% | -81.9% | -30.4% |
| 5Y | +55.9% | +94.2% | -38.3% | -16.3% |
| 10Y | +84.2% | +182.8% | -98.7% | -27.5% |
| All | +742.5% | +1,492.9% | -750.4% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling