+270.5%
FTI vs BNS
+130.5%
+140.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +1.5% | +3.5% | -2.0% | +0.3% |
| 3M | +8.2% | +14.1% | -5.9% | +2.8% |
| 6M | +18.8% | +33.8% | -14.9% | +5.3% |
| YTD | +71.7% | +29.5% | +42.2% | +54.3% |
| 1Y | +90.0% | +48.4% | +41.6% | +60.9% |
| 3Y | +270.5% | +129.6% | +140.9% | +151.2% |
| All | +270.5% | +130.5% | +140.0% | +151.2% |
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