+11.4%
FPS vs BNS
+27.1%
-15.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +4.2% |
| 7D | +10.4% | +1.8% | +8.6% | +8.0% |
| 30D | -16.5% | +4.5% | -21.0% | -20.4% |
| 3M | -45.5% | +15.8% | -61.3% | -55.1% |
| 6M | +2.1% | +31.5% | -29.4% | -31.5% |
| All | +11.4% | +27.1% | -15.7% | -19.3% |
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 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