+2,824.9%
FICO vs BNS
+1,486.8%
+1,338.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.4% |
| 7D | +0.9% | -1.1% | +2.0% | +1.3% |
| 30D | +9.4% | +4.7% | +4.7% | +6.0% |
| 3M | -30.4% | +5.5% | -35.9% | -33.2% |
| 6M | -35.1% | +21.7% | -56.8% | -43.6% |
| YTD | -56.8% | +29.5% | -86.2% | -64.1% |
| 1Y | -58.4% | +41.9% | -100.3% | -67.4% |
| 3Y | -26.7% | +148.5% | -175.2% | -60.4% |
| 5Y | +88.0% | +80.3% | +7.8% | +23.4% |
| 10Y | +545.7% | +184.7% | +361.0% | +209.3% |
| All | +2,824.9% | +1,486.8% | +1,338.1% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling