+294.7%
FE vs BNS
+1,470.7%
-1,176.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +5.2% | +5.1% | +0.1% | +3.2% |
| 3M | 0.0% | +4.7% | -4.8% | -2.0% |
| 6M | +5.0% | +19.0% | -14.0% | -1.9% |
| YTD | +7.9% | +28.2% | -20.3% | -2.3% |
| 1Y | +6.3% | +43.4% | -37.1% | -7.6% |
| 3Y | +46.0% | +143.1% | -97.1% | +3.3% |
| 5Y | +45.6% | +77.3% | -31.7% | +14.5% |
| 10Y | +109.3% | +183.5% | -74.1% | +34.1% |
| All | +294.7% | +1,470.7% | -1,176.0% | +18.2% |
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 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