+351.3%
FERG vs BNS
+188.9%
+162.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.5% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | -8.9% | +3.5% | -12.3% | -9.8% |
| 3M | -2.0% | +14.1% | -16.1% | -5.7% |
| 6M | -3.2% | +33.8% | -37.0% | -10.7% |
| YTD | +1.5% | +29.5% | -28.0% | -5.6% |
| 1Y | +0.5% | +48.4% | -47.9% | -9.8% |
| 3Y | +50.4% | +129.6% | -79.2% | +20.7% |
| 5Y | +68.7% | +96.1% | -27.4% | +39.5% |
| All | +351.3% | +188.9% | +162.4% | +301.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling