+100.6%
FLEX vs BNS
+49.3%
+51.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.4% |
| 7D | +5.7% | -0.4% | +6.1% | +6.2% |
| 30D | -7.0% | +3.5% | -10.5% | -10.7% |
| 3M | -23.8% | +14.1% | -37.9% | -36.2% |
| 6M | +82.6% | +33.8% | +48.9% | +25.3% |
| YTD | +91.6% | +29.5% | +62.2% | +35.8% |
| 1Y | +100.6% | +48.4% | +52.1% | +33.4% |
| All | +100.6% | +49.3% | +51.2% | +33.4% |
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