-3.5%
FSLY vs BNS
+158.3%
-161.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | +12.5% | -0.4% | +12.9% | +12.7% |
| 30D | -18.8% | +3.5% | -22.3% | -20.4% |
| 3M | +22.7% | +14.1% | +8.6% | +13.2% |
| 6M | -3.7% | +33.8% | -37.5% | -19.4% |
| YTD | +127.5% | +29.5% | +98.1% | +92.5% |
| 1Y | +193.5% | +48.4% | +145.1% | +127.4% |
| 3Y | -1.3% | +129.6% | -130.9% | -42.0% |
| 5Y | -47.3% | +96.1% | -143.4% | -65.4% |
| All | -3.5% | +158.3% | -161.7% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling