+408.7%
BNS vs VEU
+188.7%
+220.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | +4.0% | +0.7% | +3.3% | +3.5% |
| 3M | +13.8% | +4.7% | +9.1% | +9.1% |
| 6M | +32.7% | +11.6% | +21.0% | +19.8% |
| YTD | +27.6% | +16.8% | +10.8% | +10.6% |
| 1Y | +47.4% | +24.9% | +22.5% | +20.4% |
| 3Y | +129.0% | +75.7% | +53.2% | +37.5% |
| 5Y | +92.7% | +56.1% | +36.6% | +28.1% |
| 10Y | +182.1% | +153.6% | +28.5% | +24.1% |
| All | +408.7% | +188.7% | +220.0% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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