+47.7%
FND vs BNS
+160.6%
-112.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -5.8% | -0.4% | -5.4% | -5.4% |
| 30D | -20.2% | +3.5% | -23.7% | -22.8% |
| 3M | -12.0% | +14.1% | -26.0% | -21.7% |
| 6M | -18.5% | +33.8% | -52.3% | -36.2% |
| YTD | -22.3% | +29.5% | -51.7% | -37.7% |
| 1Y | -47.6% | +48.4% | -96.0% | -62.6% |
| 3Y | -49.8% | +129.6% | -179.4% | -75.3% |
| 5Y | -63.0% | +96.1% | -159.0% | -79.2% |
| All | +47.7% | +160.6% | -112.9% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling