+1,457.6%
FLEX vs BNS
+1,492.9%
-35.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.5% |
| 7D | -0.9% | +1.5% | -2.4% | -2.2% |
| 30D | -10.1% | +6.0% | -16.1% | -14.5% |
| 3M | -31.3% | +16.3% | -47.7% | -39.4% |
| 6M | +71.3% | +28.8% | +42.5% | +40.0% |
| YTD | +81.2% | +30.0% | +51.3% | +47.0% |
| 1Y | +98.5% | +50.7% | +47.8% | +42.6% |
| 3Y | +428.2% | +125.4% | +302.9% | +167.9% |
| 5Y | +657.3% | +94.2% | +563.0% | +332.4% |
| 10Y | +995.9% | +182.8% | +813.1% | +356.2% |
| All | +1,457.6% | +1,492.9% | -35.4% | -5.9% |
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