+107.2%
FAST vs BNS
+94.5%
+12.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.2% |
| 7D | -0.4% | +1.5% | -1.9% | -1.0% |
| 30D | -0.8% | +6.0% | -6.7% | -3.3% |
| 3M | +5.8% | +16.3% | -10.6% | -1.2% |
| 6M | +8.0% | +28.8% | -20.8% | -3.6% |
| YTD | +25.6% | +30.0% | -4.3% | +11.5% |
| 1Y | +0.8% | +50.7% | -49.9% | -16.3% |
| 3Y | +86.1% | +125.4% | -39.3% | +27.3% |
| All | +107.2% | +94.5% | +12.7% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling