+20.2%
FTV vs BNS
+50.5%
-30.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -4.6% | +1.5% | -6.2% | -5.0% |
| 30D | -7.2% | +6.0% | -13.1% | -8.4% |
| 3M | -7.3% | +16.3% | -23.6% | -11.1% |
| 6M | -1.6% | +27.3% | -28.9% | -8.9% |
| YTD | +3.3% | +28.5% | -25.2% | -4.1% |
| 1Y | +20.2% | +49.0% | -28.8% | +5.4% |
| All | +20.2% | +50.5% | -30.3% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling