+827.1%
FDX vs BNS
+1,492.9%
-665.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -2.5% | +1.5% | -4.1% | -3.4% |
| 30D | +3.8% | +6.0% | -2.2% | 0.0% |
| 3M | -1.3% | +16.3% | -17.6% | -10.0% |
| 6M | +5.0% | +28.8% | -23.7% | -9.7% |
| YTD | +39.6% | +30.0% | +9.7% | +19.1% |
| 1Y | +81.1% | +50.7% | +30.4% | +41.5% |
| 3Y | +63.0% | +125.4% | -62.3% | -0.7% |
| 5Y | +65.6% | +94.2% | -28.6% | +9.3% |
| 10Y | +183.4% | +182.8% | +0.5% | +47.6% |
| All | +827.1% | +1,492.9% | -665.8% | +99.8% |
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