+288.0%
FLR vs BNS
+1,463.9%
-1,175.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.0% |
| 30D | +4.9% | +4.0% | +0.9% | +0.8% |
| 3M | +10.8% | +13.8% | -3.0% | -1.5% |
| 6M | +19.7% | +32.7% | -13.0% | -6.7% |
| YTD | +38.4% | +27.6% | +10.8% | +11.5% |
| 1Y | +34.7% | +47.4% | -12.7% | -4.2% |
| 3Y | +56.7% | +129.0% | -72.3% | -24.9% |
| 5Y | +241.6% | +92.7% | +148.9% | +87.5% |
| 10Y | +20.2% | +182.1% | -161.9% | -48.5% |
| All | +288.0% | +1,463.9% | -1,175.8% | -43.3% |
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