+76.5%
FTV vs BNS
+188.9%
-112.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.3% | -0.1% |
| 7D | -4.0% | -0.4% | -3.6% | -3.7% |
| 30D | -11.0% | +3.5% | -14.5% | -13.2% |
| 3M | -8.4% | +14.1% | -22.5% | -16.2% |
| 6M | -2.6% | +33.8% | -36.3% | -19.7% |
| YTD | -0.6% | +29.5% | -30.1% | -16.6% |
| 1Y | +11.0% | +48.4% | -37.5% | -15.0% |
| 3Y | -6.3% | +129.6% | -135.9% | -47.2% |
| 5Y | -1.5% | +96.1% | -97.6% | -38.9% |
| All | +76.5% | +188.9% | -112.4% | -18.3% |
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