+129.6%
BNS vs VYM
+65.1%
+64.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -0.4% | -0.8% | +0.4% | +0.2% |
| 30D | +3.5% | -2.2% | +5.7% | +5.2% |
| 3M | +14.1% | +3.1% | +11.0% | +11.6% |
| 6M | +33.8% | +9.7% | +24.1% | +25.3% |
| YTD | +29.5% | +14.9% | +14.6% | +17.5% |
| 1Y | +48.4% | +17.6% | +30.8% | +32.4% |
| 3Y | +129.6% | +65.3% | +64.3% | +40.0% |
| All | +129.6% | +65.1% | +64.5% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling