+6,161.0%
FIX vs BNS
+182.1%
+5,978.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.2% |
| 7D | +6.1% | +1.8% | +4.2% | +4.4% |
| 30D | -2.7% | +4.5% | -7.2% | -6.7% |
| 3M | -10.9% | +15.8% | -26.7% | -21.6% |
| 6M | +29.0% | +31.5% | -2.5% | +2.5% |
| YTD | +76.9% | +28.6% | +48.3% | +43.4% |
| 1Y | +130.7% | +48.2% | +82.5% | +66.6% |
| 3Y | +790.7% | +130.8% | +659.9% | +341.3% |
| 5Y | +2,185.6% | +94.9% | +2,090.7% | +1,180.9% |
| All | +6,161.0% | +182.1% | +5,978.9% | +2,509.6% |
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