+538.9%
FICO vs BNS
+188.0%
+350.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.8% |
| 30D | -0.8% | +2.7% | -3.5% | -2.8% |
| 3M | -31.3% | +3.5% | -34.8% | -33.3% |
| 6M | -33.9% | +22.1% | -56.0% | -43.0% |
| YTD | -57.6% | +29.5% | -87.1% | -65.0% |
| 1Y | -59.7% | +40.7% | -100.3% | -68.6% |
| 3Y | -28.0% | +148.6% | -176.6% | -62.8% |
| 5Y | +91.0% | +79.6% | +11.3% | +22.2% |
| All | +538.9% | +188.0% | +350.9% | +192.4% |
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