-80.3%
FIG vs BNS
+69.8%
-150.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.6% | -6.1% |
| 7D | -16.4% | +1.8% | -18.2% | -15.7% |
| 30D | -2.3% | +4.5% | -6.8% | -0.6% |
| 3M | +7.8% | +15.8% | -8.0% | +13.0% |
| 6M | -21.8% | +31.5% | -53.3% | -17.9% |
| YTD | -39.1% | +28.6% | -67.7% | -36.3% |
| 1Y | -56.6% | +48.2% | -104.8% | -55.0% |
| All | -80.3% | +69.8% | -150.1% | -80.5% |
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