+36.6%
FFIV vs BNS
+52.0%
-15.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.2% |
| 7D | -9.8% | +2.0% | -11.8% | -10.2% |
| 30D | -28.1% | +7.8% | -35.9% | -29.5% |
| 3M | -20.0% | +11.7% | -31.7% | -22.4% |
| 6M | -0.1% | +28.2% | -28.3% | -5.6% |
| YTD | +29.2% | +34.8% | -5.6% | +19.5% |
| 1Y | +36.6% | +51.1% | -14.5% | +23.7% |
| All | +36.6% | +52.0% | -15.4% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling