+950.9%
FN vs BNS
+179.9%
+771.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +5.8% | -1.3% | +7.1% | +6.6% |
| 30D | -20.6% | +4.0% | -24.7% | -22.5% |
| 3M | -28.6% | +13.8% | -42.4% | -34.2% |
| 6M | -20.7% | +32.7% | -53.4% | -33.2% |
| YTD | -8.1% | +27.6% | -35.7% | -20.9% |
| 1Y | +13.3% | +47.4% | -34.1% | -10.4% |
| 3Y | +175.7% | +129.0% | +46.7% | +66.4% |
| 5Y | +297.4% | +92.7% | +204.7% | +164.3% |
| 10Y | +950.9% | +182.1% | +768.8% | +480.9% |
| All | +950.9% | +179.9% | +771.0% | +480.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling