+47.1%
FE vs BNS
+127.2%
-80.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -1.2% | +4.0% | -5.2% | -2.0% |
| 3M | +1.7% | +13.8% | -12.1% | -1.3% |
| 6M | -7.5% | +32.7% | -40.2% | -13.5% |
| YTD | +6.3% | +27.6% | -21.3% | +0.2% |
| 1Y | +10.9% | +47.4% | -36.5% | +0.3% |
| All | +47.1% | +127.2% | -80.1% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling