+99.1%
FFIV vs BNS
+93.4%
+5.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.6% | +4.3% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | -1.3% | +4.0% | -5.3% | -3.5% |
| 3M | +2.4% | +13.8% | -11.4% | -4.7% |
| 6M | +41.8% | +32.7% | +9.1% | +20.9% |
| YTD | +58.5% | +27.6% | +30.9% | +37.9% |
| 1Y | +24.3% | +47.4% | -23.1% | -0.5% |
| 3Y | +152.0% | +129.0% | +23.0% | +52.7% |
| 5Y | +99.1% | +92.7% | +6.4% | +35.9% |
| All | +99.1% | +93.4% | +5.8% | +35.9% |
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