+2,943.1%
FN vs BNS
+307.5%
+2,635.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.1% | +11.7% | +11.7% |
| 7D | 0.0% | -2.2% | +2.2% | +1.7% |
| 30D | -34.3% | +5.1% | -39.4% | -36.4% |
| 3M | -39.9% | +4.7% | -44.6% | -41.6% |
| 6M | -51.8% | +19.0% | -70.8% | -57.1% |
| YTD | -28.1% | +28.2% | -56.3% | -39.0% |
| 1Y | -29.1% | +43.4% | -72.5% | -44.0% |
| 3Y | +102.4% | +143.1% | -40.6% | +11.8% |
| 5Y | +171.7% | +77.3% | +94.3% | +82.9% |
| 10Y | +773.5% | +183.5% | +590.0% | +312.7% |
| All | +2,943.1% | +307.5% | +2,635.6% | +1,009.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling