+725.7%
FLEX vs BNS
+93.4%
+632.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +6.4% | -1.3% | +7.6% | +7.4% |
| 30D | -5.9% | +4.0% | -9.9% | -9.0% |
| 3M | -23.5% | +13.8% | -37.2% | -31.2% |
| 6M | +83.7% | +32.7% | +51.1% | +47.0% |
| YTD | +86.5% | +27.6% | +58.9% | +53.7% |
| 1Y | +100.5% | +47.4% | +53.1% | +48.4% |
| 3Y | +469.8% | +129.0% | +340.9% | +197.9% |
| 5Y | +725.7% | +92.7% | +633.0% | +379.5% |
| All | +725.7% | +93.4% | +632.3% | +379.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling