+644.7%
FLEX vs BNS
+188.0%
+456.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.5% |
| 7D | +17.1% | +1.0% | +16.1% | +16.3% |
| 30D | -29.5% | +2.7% | -32.3% | -30.9% |
| 3M | -37.3% | +3.5% | -40.8% | -39.1% |
| 6M | -44.1% | +22.1% | -66.1% | -52.8% |
| YTD | +29.3% | +29.5% | -0.2% | +4.5% |
| 1Y | +24.2% | +40.7% | -16.5% | -6.3% |
| 3Y | +297.3% | +148.6% | +148.8% | +82.4% |
| 5Y | +446.2% | +79.6% | +366.6% | +229.9% |
| All | +644.7% | +188.0% | +456.7% | +240.1% |
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