+235.5%
FFIV vs BNS
+187.0%
+48.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +1.6% | -2.2% | +3.8% | +2.7% |
| 30D | -3.7% | +4.5% | -8.2% | -6.1% |
| 3M | +2.0% | +14.9% | -12.9% | -5.3% |
| 6M | +39.3% | +32.5% | +6.8% | +19.8% |
| YTD | +56.1% | +28.6% | +27.5% | +36.1% |
| 1Y | +22.0% | +48.4% | -26.4% | -1.4% |
| 3Y | +148.2% | +130.8% | +17.4% | +56.6% |
| 5Y | +96.3% | +94.8% | +1.5% | +35.5% |
| All | +235.5% | +187.0% | +48.5% | +91.6% |
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