+3,636.0%
FAST vs BNS
+1,486.8%
+2,149.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +4.8% | -1.1% | +5.9% | +5.3% |
| 30D | +8.6% | +4.7% | +3.9% | +5.9% |
| 3M | +5.7% | +5.5% | +0.2% | +2.2% |
| 6M | +25.5% | +21.7% | +3.8% | +12.2% |
| YTD | +39.6% | +29.5% | +10.1% | +20.4% |
| 1Y | +35.5% | +41.9% | -6.4% | +11.2% |
| 3Y | +96.2% | +148.5% | -52.3% | +17.9% |
| 5Y | +110.2% | +80.3% | +29.9% | +47.9% |
| 10Y | +531.8% | +184.7% | +347.1% | +231.6% |
| All | +3,636.0% | +1,486.8% | +2,149.2% | +538.7% |
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