+835.4%
FDX vs BNS
+1,485.2%
-649.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +5.2% | +0.9% | +4.3% | +4.7% |
| 30D | +11.3% | +2.8% | +8.5% | +9.5% |
| 3M | -4.1% | +3.0% | -7.1% | -6.1% |
| 6M | +9.6% | +23.3% | -13.6% | -3.5% |
| YTD | +40.9% | +29.3% | +11.6% | +20.4% |
| 1Y | +53.0% | +41.7% | +11.3% | +23.9% |
| 3Y | +74.1% | +147.7% | -73.6% | +0.5% |
| 5Y | +75.1% | +79.4% | -4.3% | +21.0% |
| 10Y | +156.9% | +188.5% | -31.5% | +32.4% |
| All | +835.4% | +1,485.2% | -649.8% | +101.9% |
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