+49.5%
FND vs BNS
+158.9%
-109.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -3.7% |
| 7D | +0.4% | +1.8% | -1.4% | -1.1% |
| 30D | -23.6% | +4.5% | -28.1% | -26.6% |
| 3M | +4.3% | +15.8% | -11.5% | -8.2% |
| 6M | -20.3% | +31.5% | -51.8% | -36.7% |
| YTD | -21.3% | +28.6% | -49.9% | -36.6% |
| 1Y | -45.4% | +48.2% | -93.6% | -60.9% |
| 3Y | -48.9% | +130.8% | -179.7% | -75.0% |
| 5Y | -61.0% | +94.9% | -155.9% | -78.0% |
| All | +49.5% | +158.9% | -109.4% | -27.0% |
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