+93.7%
FAST vs BNS
+141.7%
-48.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | -2.2% | +4.3% | +2.7% |
| 30D | +6.9% | +5.1% | +1.8% | +5.3% |
| 3M | +4.8% | +4.7% | +0.1% | +3.2% |
| 6M | +19.8% | +19.0% | +0.8% | +12.3% |
| YTD | +34.9% | +28.2% | +6.7% | +22.7% |
| 1Y | +32.8% | +43.4% | -10.6% | +15.9% |
| 3Y | +93.7% | +143.1% | -49.3% | +41.4% |
| All | +93.7% | +141.7% | -48.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling