+293.7%
FE vs BNS
+1,492.9%
-1,199.3%
-55.7%
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% | -0.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.4% |
| 30D | -1.2% | +6.0% | -7.1% | -3.4% |
| 3M | +3.5% | +16.3% | -12.9% | -2.4% |
| 6M | -6.1% | +28.8% | -34.8% | -14.8% |
| YTD | +7.6% | +30.0% | -22.4% | -2.9% |
| 1Y | +11.9% | +50.7% | -38.8% | -4.5% |
| 3Y | +48.4% | +125.4% | -77.0% | +8.1% |
| 5Y | +44.8% | +94.2% | -49.4% | +10.2% |
| 10Y | +115.9% | +182.8% | -66.9% | +38.6% |
| All | +293.7% | +1,492.9% | -1,199.3% | +17.5% |
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