+45,718.6%
FIX vs BNS
+1,492.9%
+44,225.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.7% |
| 7D | +6.0% | +1.5% | +4.5% | +4.9% |
| 30D | -7.2% | +6.0% | -13.2% | -11.0% |
| 3M | -15.9% | +16.3% | -32.2% | -23.8% |
| 6M | +12.7% | +28.8% | -16.0% | -4.1% |
| YTD | +72.8% | +30.0% | +42.8% | +46.3% |
| 1Y | +122.9% | +50.7% | +72.2% | +71.8% |
| 3Y | +774.3% | +125.4% | +648.9% | +419.5% |
| 5Y | +2,049.5% | +94.2% | +1,955.2% | +1,292.2% |
| 10Y | +5,821.5% | +182.8% | +5,638.6% | +2,962.7% |
| All | +45,718.6% | +1,492.9% | +44,225.7% | +9,541.5% |
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