+533.3%
FAST vs BNS
+187.6%
+345.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.2% | +0.9% | +3.2% | +3.7% |
| 30D | +6.7% | +2.8% | +3.9% | +5.3% |
| 3M | +8.0% | +3.0% | +5.0% | +6.2% |
| 6M | +27.4% | +23.3% | +4.2% | +14.8% |
| YTD | +40.5% | +29.3% | +11.2% | +23.4% |
| 1Y | +38.4% | +41.7% | -3.3% | +16.3% |
| 3Y | +98.7% | +147.7% | -49.1% | +26.1% |
| 5Y | +106.7% | +79.4% | +27.3% | +51.8% |
| All | +533.3% | +187.6% | +345.7% | +280.6% |
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