+2,074.2%
FTI vs BNS
+1,476.3%
+597.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | -5.6% | -2.2% | -3.4% | -3.9% |
| 30D | +0.4% | +4.5% | -4.1% | -3.8% |
| 3M | +8.1% | +14.9% | -6.8% | -5.0% |
| 6M | +16.7% | +32.5% | -15.8% | -9.7% |
| YTD | +70.0% | +28.6% | +41.4% | +34.6% |
| 1Y | +85.4% | +48.4% | +37.1% | +29.4% |
| 3Y | +265.9% | +130.8% | +135.1% | +69.7% |
| 5Y | +1,072.7% | +94.8% | +977.9% | +528.9% |
| 10Y | +298.9% | +184.3% | +114.6% | +67.0% |
| All | +2,074.2% | +1,476.3% | +597.9% | +232.0% |
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