-36.4%
FICO vs BNS
+46.9%
-83.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.4% |
| 7D | -10.6% | -1.3% | -9.3% | -10.4% |
| 30D | -6.3% | +4.0% | -10.3% | -6.3% |
| 3M | -19.7% | +13.8% | -33.5% | -22.7% |
| 6M | -31.8% | +32.7% | -64.5% | -39.8% |
| YTD | -41.8% | +27.6% | -69.4% | -47.5% |
| 1Y | -36.4% | +47.4% | -83.8% | -53.1% |
| All | -36.4% | +46.9% | -83.3% | -53.1% |
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