+822.0%
FDX vs BNS
+1,486.8%
-664.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +0.5% | -1.1% | +1.6% | +1.1% |
| 30D | +9.5% | +4.7% | +4.8% | +6.6% |
| 3M | -1.3% | +5.5% | -6.9% | -4.8% |
| 6M | +5.5% | +21.7% | -16.1% | -6.4% |
| YTD | +38.9% | +29.5% | +9.4% | +18.6% |
| 1Y | +58.8% | +41.9% | +16.9% | +28.4% |
| 3Y | +71.1% | +148.5% | -77.4% | -1.4% |
| 5Y | +76.3% | +80.3% | -4.0% | +21.5% |
| 10Y | +153.4% | +184.7% | -31.3% | +31.5% |
| All | +822.0% | +1,486.8% | -664.8% | +98.9% |
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