+12.3%
FN vs BNS
+49.3%
-37.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +3.2% |
| 7D | +3.5% | +1.8% | +1.7% | +1.4% |
| 30D | -26.0% | +4.5% | -30.5% | -28.9% |
| 3M | -33.3% | +15.8% | -49.0% | -43.2% |
| 6M | -14.9% | +31.5% | -46.4% | -37.7% |
| YTD | -8.6% | +28.6% | -37.2% | -32.1% |
| 1Y | +12.3% | +48.2% | -35.9% | -21.2% |
| All | +12.3% | +49.3% | -37.0% | -21.2% |
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