+179.6%
BNS vs VT
+221.4%
-41.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | +1.8% | +1.0% | +0.8% | +0.9% |
| 30D | +4.5% | -0.2% | +4.7% | +4.8% |
| 3M | +15.8% | +4.5% | +11.2% | +11.1% |
| 6M | +31.5% | +14.1% | +17.4% | +16.4% |
| YTD | +28.6% | +14.8% | +13.8% | +13.2% |
| 1Y | +48.2% | +21.2% | +27.0% | +23.9% |
| 3Y | +130.8% | +76.6% | +54.2% | +33.8% |
| 5Y | +94.9% | +66.6% | +28.3% | +18.8% |
| 10Y | +179.6% | +222.3% | -42.7% | -13.4% |
| All | +179.6% | +221.4% | -41.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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