+69.8%
FITB vs BNS
+92.5%
-22.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.3% |
| 7D | -1.0% | -2.2% | +1.2% | +1.0% |
| 30D | -5.5% | +4.5% | -10.0% | -9.5% |
| 3M | +4.1% | +14.9% | -10.8% | -8.8% |
| 6M | +18.7% | +32.5% | -13.8% | -8.8% |
| YTD | +18.2% | +28.6% | -10.4% | -7.0% |
| 1Y | +23.7% | +48.4% | -24.7% | -15.1% |
| 3Y | +130.8% | +130.8% | 0.0% | +0.5% |
| 5Y | +69.8% | +94.8% | -25.0% | -14.0% |
| All | +69.8% | +92.5% | -22.7% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling