+353.5%
BNS vs VT
+346.0%
+7.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -2.2% | -2.3% | +0.1% | 0.0% |
| 30D | +5.1% | -5.0% | +10.1% | +10.2% |
| 3M | +4.7% | -4.9% | +9.6% | +9.8% |
| 6M | +19.0% | -1.5% | +20.6% | +20.5% |
| YTD | +28.2% | +8.5% | +19.7% | +18.5% |
| 1Y | +43.4% | +11.4% | +32.0% | +29.3% |
| 3Y | +143.1% | +70.1% | +73.0% | +45.0% |
| 5Y | +77.3% | +53.7% | +23.6% | +15.7% |
| 10Y | +183.5% | +220.0% | -36.5% | -8.1% |
| All | +353.5% | +346.0% | +7.5% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling