-50.3%
FND vs BNS
+129.0%
-179.2%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.1% |
| 7D | -5.1% | -2.2% | -2.9% | -3.5% |
| 30D | -22.5% | +4.5% | -27.0% | -25.2% |
| 3M | -5.0% | +14.9% | -19.9% | -15.1% |
| 6M | -21.5% | +32.5% | -54.0% | -37.1% |
| YTD | -23.0% | +28.6% | -51.6% | -37.2% |
| 1Y | -44.9% | +48.4% | -93.3% | -59.8% |
| All | -50.3% | +129.0% | -179.2% | -74.5% |
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