+64.4%
FDX vs BNS
+94.5%
-30.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -3.3% | +1.8% | -5.1% | -4.2% |
| 30D | -1.4% | +4.5% | -5.9% | -3.9% |
| 3M | -4.5% | +15.8% | -20.3% | -12.2% |
| 6M | +9.4% | +31.5% | -22.1% | -6.2% |
| YTD | +36.0% | +28.6% | +7.4% | +17.8% |
| 1Y | +75.5% | +48.2% | +27.3% | +40.3% |
| 3Y | +62.8% | +130.8% | -68.0% | -0.5% |
| 5Y | +64.4% | +94.9% | -30.5% | +15.7% |
| All | +64.4% | +94.5% | -30.1% | +15.7% |
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