-83.1%
FRMI vs BNS
+47.4%
-130.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +1.3% |
| 7D | +7.4% | -0.4% | +7.8% | +7.8% |
| 30D | -27.6% | +3.5% | -31.1% | -30.7% |
| 3M | -20.9% | +14.1% | -34.9% | -33.0% |
| 6M | -36.6% | +33.8% | -70.4% | -55.3% |
| YTD | -31.3% | +29.5% | -60.7% | -49.9% |
| All | -83.1% | +47.4% | -130.5% | -89.7% |
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