+102.4%
FN vs BNS
+141.7%
-39.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.7% | +11.7% |
| 7D | 0.0% | -2.2% | +2.2% | +2.0% |
| 30D | -34.3% | +5.1% | -39.4% | -36.5% |
| 3M | -39.9% | +4.7% | -44.6% | -41.7% |
| 6M | -51.8% | +19.0% | -70.8% | -57.8% |
| YTD | -28.1% | +28.2% | -56.3% | -40.6% |
| 1Y | -29.1% | +43.4% | -72.5% | -45.3% |
| 3Y | +102.4% | +143.1% | -40.6% | +16.8% |
| All | +102.4% | +141.7% | -39.3% | +16.8% |
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