-25.7%
FN vs BNS
+52.0%
-77.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -8.9% | -8.5% |
| 7D | -7.0% | +2.0% | -9.0% | -8.7% |
| 30D | -24.7% | +7.8% | -32.5% | -29.9% |
| 3M | -35.7% | +11.7% | -47.3% | -42.3% |
| 6M | -52.4% | +28.2% | -80.7% | -64.0% |
| YTD | -25.0% | +34.8% | -59.7% | -48.3% |
| 1Y | -25.7% | +51.1% | -76.7% | -53.4% |
| All | -25.7% | +52.0% | -77.6% | -53.4% |
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