+1,335.0%
FERG vs BNS
+324.6%
+1,010.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +3.4% | +1.8% | +1.6% | +3.0% |
| 30D | -11.5% | +4.5% | -16.0% | -12.3% |
| 3M | +1.3% | +15.8% | -14.5% | -1.6% |
| 6M | -1.0% | +31.5% | -32.4% | -6.0% |
| YTD | +3.2% | +28.6% | -25.4% | -1.7% |
| 1Y | -3.0% | +48.2% | -51.2% | -9.8% |
| 3Y | +55.0% | +130.8% | -75.8% | +33.4% |
| 5Y | +72.6% | +94.9% | -22.2% | +51.9% |
| 10Y | +358.9% | +179.6% | +179.4% | +304.1% |
| All | +1,335.0% | +324.6% | +1,010.4% | +1,245.1% |
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