+22.6%
FITB vs BNS
+50.5%
-27.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | +0.6% | +1.5% | -0.9% | -0.3% |
| 30D | -4.7% | +6.0% | -10.7% | -7.9% |
| 3M | +6.7% | +16.3% | -9.7% | -3.6% |
| 6M | +12.6% | +27.3% | -14.8% | -5.0% |
| YTD | +19.1% | +28.5% | -9.4% | +0.5% |
| 1Y | +22.6% | +49.0% | -26.4% | -3.8% |
| All | +22.6% | +50.5% | -27.8% | -3.8% |
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 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