+64.3%
FDS vs BNS
+187.0%
-122.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.2% |
| 7D | -16.0% | -2.2% | -13.8% | -15.2% |
| 30D | -6.7% | +4.5% | -11.2% | -8.8% |
| 3M | +6.0% | +14.9% | -8.9% | -1.0% |
| 6M | +25.1% | +32.5% | -7.4% | +9.0% |
| YTD | -8.1% | +28.6% | -36.7% | -19.3% |
| 1Y | -26.0% | +48.4% | -74.4% | -39.4% |
| 3Y | -36.4% | +130.8% | -167.2% | -58.7% |
| 5Y | -27.7% | +94.8% | -122.5% | -49.4% |
| All | +64.3% | +187.0% | -122.7% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling