+3,510.0%
FAST vs BNS
+1,470.7%
+2,039.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.1% | -2.2% | +4.3% | +3.2% |
| 30D | +6.9% | +5.1% | +1.8% | +4.0% |
| 3M | +4.8% | +4.7% | +0.1% | +1.8% |
| 6M | +19.8% | +19.0% | +0.8% | +8.3% |
| YTD | +34.9% | +28.2% | +6.7% | +16.9% |
| 1Y | +32.8% | +43.4% | -10.6% | +8.4% |
| 3Y | +93.7% | +143.1% | -49.3% | +17.7% |
| 5Y | +105.3% | +77.3% | +28.0% | +45.7% |
| 10Y | +595.4% | +183.5% | +411.9% | +265.4% |
| All | +3,510.0% | +1,470.7% | +2,039.3% | +520.4% |
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 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