+160.3%
FN vs BNS
+125.4%
+34.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +4.0% |
| 7D | -1.7% | +1.5% | -3.2% | -2.9% |
| 30D | -22.0% | +6.0% | -27.9% | -25.1% |
| 3M | -43.0% | +16.3% | -59.3% | -49.1% |
| 6M | -27.7% | +28.8% | -56.5% | -40.1% |
| YTD | -10.5% | +30.0% | -40.5% | -26.3% |
| 1Y | +12.5% | +50.7% | -38.2% | -15.4% |
| All | +160.3% | +125.4% | +34.9% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling