+177.0%
FDX vs BNS
+187.0%
-10.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.4% |
| 7D | -3.9% | -2.2% | -1.7% | -2.5% |
| 30D | -3.3% | +4.5% | -7.8% | -6.2% |
| 3M | -2.0% | +14.9% | -16.9% | -10.5% |
| 6M | +8.0% | +32.5% | -24.4% | -9.8% |
| YTD | +35.0% | +28.6% | +6.4% | +14.5% |
| 1Y | +73.7% | +48.4% | +25.3% | +34.4% |
| 3Y | +61.6% | +130.8% | -69.2% | -7.4% |
| 5Y | +65.4% | +94.8% | -29.4% | +5.2% |
| All | +177.0% | +187.0% | -10.0% | +43.5% |
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