-46.5%
FRSH vs BNS
+130.5%
-177.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -6.6% | -0.4% | -6.2% | -6.4% |
| 30D | +2.1% | +3.5% | -1.4% | +0.6% |
| 3M | +29.0% | +14.1% | +14.9% | +20.7% |
| 6M | +48.6% | +33.8% | +14.9% | +26.6% |
| YTD | -2.9% | +29.5% | -32.4% | -15.9% |
| 1Y | -7.9% | +48.4% | -56.3% | -27.4% |
| 3Y | -46.5% | +129.6% | -176.1% | -69.5% |
| All | -46.5% | +130.5% | -177.0% | -69.5% |
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