-27.7%
FDS vs BNS
+92.5%
-120.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.1% |
| 7D | -16.0% | -2.2% | -13.8% | -15.4% |
| 30D | -6.7% | +4.5% | -11.2% | -8.2% |
| 3M | +6.0% | +14.9% | -8.9% | +0.8% |
| 6M | +25.1% | +32.5% | -7.4% | +12.4% |
| YTD | -8.1% | +28.6% | -36.7% | -16.9% |
| 1Y | -26.0% | +48.4% | -74.4% | -37.2% |
| 3Y | -36.4% | +130.8% | -167.2% | -56.4% |
| 5Y | -27.7% | +94.8% | -122.5% | -42.4% |
| All | -27.7% | +92.5% | -120.3% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling