-48.5%
FPS vs BNS
+22.9%
-71.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.7% | -9.1% | -9.0% |
| 7D | +21.6% | +1.0% | +20.7% | +20.9% |
| 30D | -38.8% | +2.7% | -41.5% | -38.8% |
| 3M | -42.1% | +3.5% | -45.6% | -42.0% |
| 6M | -48.5% | +22.1% | -70.6% | -59.6% |
| All | -48.5% | +22.9% | -71.4% | -59.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling