+1,826.1%
FDS vs BNS
+1,476.3%
+349.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.2% | -3.8% |
| 7D | -5.4% | +1.8% | -7.2% | -6.2% |
| 30D | +1.6% | +4.5% | -2.9% | -1.0% |
| 3M | +17.7% | +15.8% | +2.0% | +8.8% |
| 6M | +29.1% | +31.5% | -2.4% | +11.5% |
| YTD | +1.0% | +28.6% | -27.6% | -12.3% |
| 1Y | -21.6% | +48.2% | -69.8% | -36.7% |
| 3Y | -30.1% | +130.8% | -160.9% | -55.5% |
| 5Y | -20.7% | +94.9% | -115.6% | -45.7% |
| 10Y | +78.3% | +179.6% | -101.3% | -2.5% |
| All | +1,826.1% | +1,476.3% | +349.8% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling