+76.4%
FITB vs BNS
+1,476.3%
-1,399.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | +0.5% |
| 7D | +2.8% | +1.8% | +1.0% | +0.9% |
| 30D | -4.5% | +4.5% | -9.0% | -9.4% |
| 3M | +5.7% | +15.8% | -10.1% | -10.5% |
| 6M | +17.1% | +31.5% | -14.4% | -13.4% |
| YTD | +18.3% | +28.6% | -10.3% | -10.7% |
| 1Y | +23.9% | +48.2% | -24.3% | -19.9% |
| 3Y | +131.1% | +130.8% | +0.3% | -8.9% |
| 5Y | +71.1% | +94.9% | -23.8% | -18.9% |
| 10Y | +283.9% | +179.6% | +104.3% | +26.7% |
| All | +76.4% | +1,476.3% | -1,399.9% | -82.7% |
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