+109.1%
FN vs BNS
+150.0%
-40.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | +20.8% | +1.0% | +19.8% | +20.1% |
| 30D | -17.3% | +2.7% | -20.0% | -18.4% |
| 3M | -38.1% | +3.5% | -41.6% | -39.5% |
| 6M | -44.2% | +22.1% | -66.3% | -52.0% |
| YTD | -22.3% | +29.5% | -51.8% | -36.3% |
| 1Y | -20.9% | +40.7% | -61.6% | -38.5% |
| All | +109.1% | +150.0% | -40.8% | +16.5% |
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 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