-58.5%
FIG vs BNS
+49.3%
-107.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +5.0% |
| 7D | -3.8% | -0.4% | -3.4% | -4.0% |
| 30D | -2.3% | +3.5% | -5.8% | -0.9% |
| 3M | +20.0% | +14.1% | +5.9% | +26.3% |
| 6M | -16.7% | +33.8% | -50.4% | -11.5% |
| YTD | -37.9% | +29.5% | -67.4% | -34.4% |
| 1Y | -58.5% | +48.4% | -106.9% | -55.4% |
| All | -58.5% | +49.3% | -107.9% | -55.4% |
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 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