+21.9%
FIX vs BNS
+42.8%
-20.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.7% | +4.3% | +4.3% |
| 7D | +6.4% | -3.2% | +9.7% | +10.2% |
| 30D | -29.1% | +5.1% | -34.2% | -32.1% |
| 3M | -31.1% | +6.0% | -37.1% | -34.8% |
| 6M | -42.8% | +23.4% | -66.2% | -55.4% |
| YTD | +24.6% | +30.4% | -5.8% | -10.4% |
| 1Y | +21.9% | +44.0% | -22.0% | -17.3% |
| All | +21.9% | +42.8% | -20.8% | -17.3% |
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