-75.0%
FRSH vs BNS
+99.9%
-174.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | -6.6% | -0.4% | -6.2% | -6.3% |
| 30D | +2.1% | +3.5% | -1.4% | -0.6% |
| 3M | +29.0% | +14.1% | +14.9% | +16.1% |
| 6M | +48.6% | +33.8% | +14.9% | +17.4% |
| YTD | -2.9% | +29.5% | -32.4% | -21.7% |
| 1Y | -7.9% | +48.4% | -56.3% | -33.9% |
| 3Y | -46.5% | +129.6% | -176.1% | -74.2% |
| All | -75.0% | +99.9% | -174.9% | -85.6% |
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 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