+507.7%
FAST vs BNS
+177.9%
+329.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +1.3% | +1.8% | -0.5% | +0.4% |
| 30D | -4.7% | +4.5% | -9.2% | -6.9% |
| 3M | +7.9% | +15.8% | -7.8% | +0.4% |
| 6M | +7.4% | +31.5% | -24.0% | -6.0% |
| YTD | +25.1% | +28.6% | -3.5% | +10.4% |
| 1Y | +4.7% | +48.2% | -43.5% | -13.7% |
| 3Y | +94.7% | +130.8% | -36.1% | +28.2% |
| 5Y | +106.8% | +94.9% | +11.9% | +46.2% |
| 10Y | +507.7% | +179.6% | +328.1% | +270.6% |
| All | +507.7% | +177.9% | +329.7% | +270.6% |
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