+295.8%
FTI vs BNS
+188.9%
+106.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -4.4% | -0.4% | -4.0% | -4.0% |
| 30D | +1.5% | +3.5% | -2.0% | -2.4% |
| 3M | +8.2% | +14.1% | -5.9% | -6.3% |
| 6M | +18.8% | +33.8% | -14.9% | -12.9% |
| YTD | +71.7% | +29.5% | +42.2% | +29.7% |
| 1Y | +90.0% | +48.4% | +41.6% | +24.3% |
| 3Y | +270.5% | +129.6% | +140.9% | +47.2% |
| 5Y | +1,084.5% | +96.1% | +988.5% | +452.1% |
| All | +295.8% | +188.9% | +106.9% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling