+454.8%
BNS vs VIG
+614.0%
-159.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -1.3% | -1.2% | -0.1% | -0.1% |
| 30D | +4.0% | -2.8% | +6.8% | +7.1% |
| 3M | +13.8% | +2.5% | +11.3% | +10.9% |
| 6M | +32.7% | +8.1% | +24.6% | +22.5% |
| YTD | +27.6% | +9.6% | +18.0% | +16.1% |
| 1Y | +47.4% | +14.2% | +33.2% | +28.4% |
| 3Y | +129.0% | +56.1% | +72.9% | +42.3% |
| 5Y | +92.7% | +62.8% | +29.9% | +13.7% |
| 10Y | +182.1% | +248.2% | -66.1% | -28.6% |
| All | +454.8% | +614.0% | -159.2% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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