-75.0%
FRSH vs BNS
+98.6%
-173.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -11.2% | -2.2% | -9.0% | -9.8% |
| 30D | -0.8% | +4.5% | -5.3% | -4.2% |
| 3M | +26.4% | +14.9% | +11.5% | +13.1% |
| 6M | +48.4% | +32.5% | +15.9% | +18.0% |
| YTD | -3.1% | +28.6% | -31.7% | -21.5% |
| 1Y | -8.7% | +48.4% | -57.1% | -34.5% |
| 3Y | -45.8% | +130.8% | -176.6% | -74.0% |
| All | -75.0% | +98.6% | -173.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling