+117.8%
FFIV vs BNS
+187.6%
-69.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -0.5% | +0.9% | -1.5% | -1.0% |
| 30D | -32.4% | +2.8% | -35.2% | -33.4% |
| 3M | -25.7% | +3.0% | -28.7% | -27.0% |
| 6M | -13.5% | +23.3% | -36.8% | -22.6% |
| YTD | +21.1% | +29.3% | -8.2% | +5.2% |
| 1Y | +29.4% | +41.7% | -12.3% | +7.1% |
| 3Y | +94.9% | +147.7% | -52.8% | +18.4% |
| 5Y | +34.7% | +79.4% | -44.6% | -3.3% |
| All | +117.8% | +187.6% | -69.8% | +20.0% |
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