+101.7%
FICO vs BNS
+94.5%
+7.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.1% |
| 7D | -19.2% | +1.5% | -20.7% | -19.7% |
| 30D | -14.6% | +6.0% | -20.5% | -17.3% |
| 3M | -20.1% | +16.3% | -36.4% | -27.1% |
| 6M | -36.3% | +28.8% | -65.1% | -45.5% |
| YTD | -44.9% | +30.0% | -74.8% | -53.1% |
| 1Y | -38.6% | +50.7% | -89.3% | -52.3% |
| 3Y | +4.0% | +125.4% | -121.4% | -37.9% |
| All | +101.7% | +94.5% | +7.1% | +24.4% |
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 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