+185.2%
BNS vs VT
+223.7%
-38.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | -0.6% |
| 7D | -0.8% | +0.4% | -1.1% | -1.1% |
| 30D | +5.5% | -2.6% | +8.1% | +8.1% |
| 3M | +6.0% | -3.2% | +9.2% | +9.3% |
| 6M | +22.6% | +0.9% | +21.7% | +21.4% |
| YTD | +30.5% | +11.3% | +19.1% | +18.0% |
| 1Y | +44.1% | +14.0% | +30.1% | +27.5% |
| 3Y | +150.8% | +75.8% | +74.9% | +45.4% |
| 5Y | +80.7% | +57.8% | +22.8% | +15.9% |
| 10Y | +185.2% | +219.8% | -34.6% | -15.3% |
| All | +185.2% | +223.7% | -38.5% | -15.3% |
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