+3,262.0%
FAST vs BNS
+1,492.9%
+1,769.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.4% |
| 7D | -0.4% | +1.5% | -1.9% | -1.2% |
| 30D | -0.8% | +6.0% | -6.7% | -4.1% |
| 3M | +5.8% | +16.3% | -10.6% | -3.0% |
| 6M | +8.0% | +28.8% | -20.8% | -6.3% |
| YTD | +25.6% | +30.0% | -4.3% | +8.3% |
| 1Y | +0.8% | +50.7% | -49.9% | -19.8% |
| 3Y | +86.1% | +125.4% | -39.3% | +17.6% |
| 5Y | +100.2% | +94.2% | +6.0% | +35.4% |
| 10Y | +494.2% | +182.8% | +311.4% | +213.1% |
| All | +3,262.0% | +1,492.9% | +1,769.1% | +474.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling