+3,759.0%
FIX vs BNS
+188.9%
+3,570.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.4% |
| 7D | +6.4% | -3.2% | +9.7% | +9.9% |
| 30D | -29.1% | +5.1% | -34.2% | -32.0% |
| 3M | -31.1% | +6.0% | -37.1% | -34.8% |
| 6M | -42.8% | +23.4% | -66.2% | -52.3% |
| YTD | +24.6% | +30.4% | -5.8% | -0.4% |
| 1Y | +21.9% | +44.0% | -22.0% | -10.1% |
| 3Y | +524.9% | +150.3% | +374.6% | +188.3% |
| 5Y | +1,092.2% | +83.0% | +1,009.2% | +603.4% |
| 10Y | +3,759.0% | +190.9% | +3,568.1% | +1,437.1% |
| All | +3,759.0% | +188.9% | +3,570.1% | +1,437.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling