+2,797.3%
FICO vs BNS
+1,484.8%
+1,312.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.9% | +1.6% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +8.4% | +5.5% | +2.9% | +4.5% |
| 3M | -30.5% | +6.0% | -36.5% | -33.5% |
| 6M | -35.7% | +22.6% | -58.3% | -44.4% |
| YTD | -57.2% | +30.5% | -87.6% | -64.6% |
| 1Y | -58.4% | +44.1% | -102.5% | -67.7% |
| 3Y | -24.8% | +150.8% | -175.6% | -59.6% |
| 5Y | +79.3% | +80.7% | -1.4% | +17.6% |
| 10Y | +531.6% | +185.2% | +346.5% | +202.3% |
| All | +2,797.3% | +1,484.8% | +1,312.5% | +452.0% |
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