-32.1%
FDS vs BNS
+127.2%
-159.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.3% |
| 7D | -8.8% | -1.3% | -7.5% | -8.6% |
| 30D | -1.4% | +4.0% | -5.4% | -1.9% |
| 3M | +13.9% | +13.8% | +0.1% | +11.2% |
| 6M | +27.4% | +32.7% | -5.3% | +19.4% |
| YTD | -2.5% | +27.6% | -30.1% | -8.1% |
| 1Y | -23.8% | +47.4% | -71.2% | -31.9% |
| All | -32.1% | +127.2% | -159.3% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling