+826.4%
FN vs BNS
+186.8%
+639.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.1% | +10.7% |
| 7D | +16.3% | -0.8% | +17.1% | +17.2% |
| 30D | -24.7% | +5.5% | -30.3% | -27.0% |
| 3M | -34.9% | +6.0% | -40.9% | -37.1% |
| 6M | -41.1% | +22.6% | -63.7% | -48.0% |
| YTD | -19.6% | +30.5% | -50.1% | -31.6% |
| 1Y | -18.5% | +44.1% | -62.7% | -34.5% |
| 3Y | +119.1% | +150.8% | -31.6% | +26.0% |
| 5Y | +206.9% | +80.7% | +126.3% | +112.1% |
| 10Y | +826.4% | +185.2% | +641.3% | +487.5% |
| All | +826.4% | +186.8% | +639.6% | +487.5% |
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 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