+93.1%
FOXA vs BNS
+94.7%
-1.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +5.0% | +3.5% | +1.6% | +3.6% |
| 3M | -3.0% | +14.1% | -17.1% | -8.4% |
| 6M | +14.8% | +33.8% | -19.0% | +0.8% |
| YTD | -8.9% | +29.5% | -38.4% | -18.9% |
| 1Y | +13.3% | +48.4% | -35.1% | -5.3% |
| 3Y | +115.4% | +129.6% | -14.2% | +44.1% |
| All | +93.1% | +94.7% | -1.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling