+50.4%
FERG vs BNS
+130.5%
-80.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.4% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | -8.9% | +3.5% | -12.3% | -10.5% |
| 3M | -2.0% | +14.1% | -16.1% | -8.9% |
| 6M | -3.2% | +33.8% | -37.0% | -17.3% |
| YTD | +1.5% | +29.5% | -28.0% | -11.9% |
| 1Y | +0.5% | +48.4% | -47.9% | -18.4% |
| 3Y | +50.4% | +129.6% | -79.2% | -3.3% |
| All | +50.4% | +130.5% | -80.1% | -3.3% |
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