+67.7%
FERG vs BNS
+94.7%
-26.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.3% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | -8.9% | +3.5% | -12.3% | -11.0% |
| 3M | -2.0% | +14.1% | -16.1% | -10.4% |
| 6M | -3.2% | +33.8% | -37.0% | -20.1% |
| YTD | +1.5% | +29.5% | -28.0% | -14.6% |
| 1Y | +0.5% | +48.4% | -47.9% | -22.5% |
| 3Y | +50.4% | +129.6% | -79.2% | -14.4% |
| All | +67.7% | +94.7% | -26.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling