+399.9%
BNS vs VYM
+488.1%
-88.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -0.4% | -0.8% | +0.4% | +0.4% |
| 30D | +3.5% | -2.2% | +5.7% | +5.9% |
| 3M | +14.1% | +3.1% | +11.0% | +10.6% |
| 6M | +33.8% | +9.7% | +24.1% | +21.9% |
| YTD | +29.5% | +14.9% | +14.6% | +12.5% |
| 1Y | +48.4% | +17.6% | +30.8% | +25.8% |
| 3Y | +129.6% | +65.3% | +64.3% | +35.9% |
| 5Y | +96.1% | +78.7% | +17.4% | +7.1% |
| 10Y | +186.2% | +208.2% | -22.0% | -11.8% |
| All | +399.9% | +488.1% | -88.2% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling