+3,689.8%
FN vs BNS
+313.3%
+3,376.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.9% |
| 7D | -1.7% | +1.5% | -3.2% | -2.8% |
| 30D | -22.0% | +6.0% | -27.9% | -24.9% |
| 3M | -43.0% | +16.3% | -59.3% | -48.5% |
| 6M | -27.7% | +28.8% | -56.5% | -38.8% |
| YTD | -10.5% | +30.0% | -40.5% | -24.8% |
| 1Y | +12.5% | +50.7% | -38.2% | -14.2% |
| 3Y | +153.8% | +125.4% | +28.4% | +47.1% |
| 5Y | +288.0% | +94.2% | +193.8% | +145.8% |
| 10Y | +906.4% | +182.8% | +723.6% | +376.9% |
| All | +3,689.8% | +313.3% | +3,376.5% | +1,268.4% |
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