+67.6%
BNS vs FGI
-70.0%
+137.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | +5.5% | -3.2% | +8.8% | +5.5% |
| 3M | +6.0% | +64.1% | -58.1% | +4.4% |
| 6M | +22.6% | +17.2% | +5.4% | +21.1% |
| YTD | +30.5% | +31.6% | -1.1% | +27.6% |
| 1Y | +44.1% | +45.1% | -0.9% | +40.4% |
| 3Y | +150.8% | -2.0% | +152.7% | +141.9% |
| All | +67.6% | -70.0% | +137.6% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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