+132.8%
BNS vs FGI
-5.3%
+138.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.2% |
| 7D | +1.5% | +0.5% | +1.0% | +1.5% |
| 30D | +6.0% | +65.4% | -59.5% | +4.7% |
| 3M | +16.3% | +23.5% | -7.2% | +15.3% |
| 6M | +28.8% | +60.5% | -31.8% | +26.3% |
| YTD | +30.0% | +30.0% | 0.0% | +27.7% |
| 1Y | +50.7% | +82.1% | -31.4% | +46.8% |
| All | +132.8% | -5.3% | +138.1% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling